Lucy Wills was born on 10 May 1888 in Sutton Coldfield near Birmingham. Her paternal great-grandfather, William Wills, had been a prosperous Birmingham attorney from a nonconformist Unitarian family. His son, her grandfather, had bought an edge-tool business in Nechells, AW Wills & Son, which manufactured such things as scythes and sickles and which her father continued to run.