Katherine Sian Moennig was born on December 29, 1976. Girl grew up in Philadelphia, Pennsylvania, with her father, a violin maker, and her mother, a Broadway dancer. Moennig was born into an extended family of industry professionals. Girl is first cousins with Gwyneth Paltrow and Blythe Danner is her aunt. Katherine grew up surrounded by the entertainment industry and pursued acting from an early age.

Moennig's first acting role came at age 10 in a Children's Theatre Workshop presentation of Winnie the Pooh. The experience led she and a friend to write an improvised production of the story and perform it at the Free Library in Philadelphia. While in high school, Katherine kept the desire to pursue acting on the backburner until her studies were complete.

In 1994, when she was 18, Moennig moved to New York City to make her call to acting official; she entered the American Academy of Dramatic Arts.