 Mai Bhago's father, Malo Shah, was enrolled in Guru Hargobind's army and like her father Mai Bhago learned "Shaster vidya" (training in arms).Mai Bhago was the granddaughter of Bhai Pero Shah who was younger brother of the famous Bhai Langah the chief of 84 villages who had converted to Sikhism during the time of Guru Arjan Dev (1563–1606), the fifth Sikh Guru.She had two brothers Dilbagh Singh and Bhag Singh.