Jaffrey was born in New York City, the youngest daughter of Indian-born parents, actress and food and travel writer Madhur Jaffrey, and actor Saeed Jaffrey. Her parents divorced when she was three years old, and she grew up estranged from her father, who subsequently moved to the United Kingdom.
Jaffrey picked up her love of Chinese culture from her elder sister, Meera. She graduated from Vassar College in 1984, with a major in Chinese Language and Literature at the college, originally planning to be a translator before she became an actress. She lives in Nyack, New York with her husband, Francis Wilkinson, a journalist, and their two children, Cassius and Jamila.
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