Born on Christmas Day 1859 in Stockholm, Palm de Rosa was the daughter of the painter Gustaf Wilhelm Palm and Eva Sandberg, who was the daughter of the painter Johan Gustaf Sandberg. The family home at No. 19 Barnhuträdgårdgatan (today Olof Palmas Gata) was a popular meeting place for their artist friends including Nils Kreuger, Gustaf Cederström, Georg Pauli and Vicke Andrén (1856-1930). Anna Palm was educated privately by her father who taught at the Elementary Drawing School (Elementarteckningsskolan) which prepared students for the Royal Swedish Academy of Art.