Grégoire was born on April 24, 1975, in Montreal, Quebec, the only child of Jean Grégoire, a stockbroker, and Estelle Blais, a Franco-Ontarian nurse. Her family lived north of the city, in Sainte-Adèle, eventually relocating to Montreal when she was four years old. She was raised thereafter in Montreal's Mount Royal suburb, where she was a classmate and childhood friend of Michel Trudeau, the youngest son of Prime Minister Pierre Trudeau and his wife Margaret; and brother of Grégoire's future husband, Justin Trudeau.