Grimaldi's mother, Rebecca Brooker, was born in Holborn in 1764. She was apprenticed to Giuseppe Grimaldi in 1773 as a dancer and public speaker, and she became his mistress shortly afterwards, even though she was under 14 and he was about 60.

Grimaldi's father was a serial philanderer who had at least ten children with three different women. In 1778, he divided his time between two London addresses occupied by his mistresses, Brooker and Anne Perry. Both women gave birth that year, Perry to a daughter