Wilde was born in Basingstoke, Hampshire, England. She is descended from the aristocratic Gough-Calthorpe family. Her father, businessman John Anstruther-Gough-Calthorpe, is a former chairman of the Watermark Group, and the grandson of Sir Fitzroy Anstruther-Gough-Calthorpe, 1st Baronet. Her mother, Vanessa Mary Theresa (née Hubbard), is the former wife of socialite Sir Dai Llewellyn, 4th Baronet. Vanessa is a former model who sat for David Bailey and John Swannell.