She was born in Catemu, Valparaíso, Chile, in 1912, the first of three children of Mary Grisel (Bissett) and Andrew William Lehmann, director of a mining company. Her father, born in Paris, was of German and French descent, while her mother was Scottish. Olga was educated by an English governess and then at an American college in Santiago. Olga's sister, Monica Lehmann, was the paternal grandmother of actress
Rebecca Pidgeon. Olga's great-great-niece is thus actress
Clara Mamet, Rebecca's daughter.