She was the daughter and oldest child, born to Thrasyllus of Mendes and his wife, Aka II of Commagene.
[17] Her maternal uncle was Tiberius Claudius Balbilus,[18] hence was a paternal cousin to Claudia Capitolina who would later marry into the Kingdom of Commagene.
As Ennia by birth, her nomen is Ennius while her cognomen Thrasylla is the female name of the ancient Greek name Thrasyllus.
In 34, Caligula lost his first wife Junia Claudilla during childbirth,[25] and at some time after that he began a relationship with Ennia.
[26] Ennia's affair with Caligula occurred on the island of Capri, where her grandfather presided[27] with Tiberius.
[33] Caligula's interaction between Ennia and Macro benefited him immensely by helping him succeed Tiberius as Roman emperor, when the latter died in early 37.