Duff was born in London on 8 October 1970, the younger of two children of Irish immigrants: her father was a painter and decorator from County Meath and her mother was from County Donegal and worked in a shoe shop. The family lived in Southall, London, and Anne-Marie went to Mellow Lane School. At an early age, Anne-Marie attended a local youth theatre, Young Argosy, linked to the Argosy Players, in order to battle her shy nature; she soon became hooked on the stage.
In her mid-teens, involved in an amateur theatre company, she began to think seriously about applying to drama schools. Her first application was rejected. "At the time, I was desperately unhappy about it, but I just wasn’t polished. I got too nervous in the audition. It wasn't a world I was familiar with..." After further study of Film and Theatre, at the age of 19, she attended the Drama Centre in London, alongside John Simm, Anastasia Hille and her good friend, Paul Bettany.
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