Haenel was born on 1 January 1989 in Paris, and grew up in Montreuil, Seine-Saint-Denis in what she described as "a very left-wing, artistic neighborhood". Her mother is a teacher and her father is a translator. She has Austrian heritage through her father and speaks some German. Haenel started acting at the age of 5 and was involved in local theatre. As a child, Haenel would mimic cartoon characters, particularly the characters of Tex Avery.
Haenel studied economics and social sciences at the Lycée Montaigne.She had planned to attend HEC Paris and took a preparatory course, but ultimately failed the entrance exam. Haenel continued her studies in economics and sociology, eventually receiving a master's degree. She also pursued studies in physics and marine biology.
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