Born in Chiayi, Wu and her family moved often as her father, a civil servant, was assigned to different positions with TaiPower. In middle school, her family sent her to board at the parochial school she attended.
吳美慧回顧，她出身嘉義公務員家庭，爸爸在台電工作，經常因職務調動搬家，因此國中起就一個人在教會學校住校讀書。