Yung was born in Paris, on 22 February 1981. Her father is Cambodian and her mother is French. She grew up in Seine-Saint-Denis. Her father enrolled her in karate classes at age 9, and she eventually became a black belt in her late teens. Yung earned a law degree at the University of Paris with the intention of becoming a judge. However, at the age of 29, she instead pursued acting at the London Academy of Music and Dramatic Art.