Denise Naomi Klein was born on 1 February 1897 in London, England, daughter of Herman Klein (1856-1934) and Kathleen Clarice Louise Cornwell (1872-1954). Her parents married on 19 February 1890 at the West London Synagogue, her father was a English music critic, author and teacher of singing and her mother was a Australian-born heiress, 16 years younger than him. Denise had a half-sister, Sibyl Klein, who became an actress. She also had two older brothers, Adrian Bernard L. Klein (1892-1969), who later changed his name to Adrian Cornwell-Clyne and wrote books on photography and cinematography, and Daryl Kleyn (b. 1894). During her parents marriage, her mother began an affair with a young Worcestershire Regiment officer, Herbert Arthur Berkeley Dealtry (b. 1878). When her father became aware of it, he filed a petition for divorce, which was granted in December 1901. After the divorce, her mother married Dealtry in 1902, but they were going through financial difficulties. They had to declare bankruptcy in 1905. The same year her father remarried with Helene Fox, a Christian Science practitioner of Boston, Massachusetts.
As Kit Dealtry, her mother began to publish her own writings, first short stories in magazines an later gothic novels. Years later, and single again her mother returned to London. In 1918, and remarried for a third time with Sydney H. Groom, and started to sign …