Mlambo was born in Zimbabwe, and her father is a doctor. Mlambo has an older sister who is also an actress.[2] Mlambo left Zimbabwe in 2005 to pursue her education in the United States and has lived in Texas, New York and briefly in Spain. In 2011, Mlambo was living in South Africa, working in Johannesburg and Cape Town.[3] Mlambo later moved back to the United States, settling in Los Angeles.[4]