Born in Warsaw,[2] then part of Imperial Russia, Lyda Roberti was the daughter of a German father (a professional clown surnamed Pecjak) and a Polish mother.

[citation needed] To escape the upheaval in Russia after the Communist revolution in 1917, the Pecjak family settled in Shanghai, China, where Lyda earned money as a dancer in the Carlton café.

Eventually, she saved enough money to pay her passage to the United States, where she performed in vaudeville in both San Francisco and Los Angeles.

"[4] In 1932, she was signed to Paramount Pictures,[citation needed] where she appeared in Edward F. Cline's comedy film Million Dollar Legs (1932) as "Mata Machree, The Woman No Man Can Resist", a Mata Hari-type spy hired to undermine the President of Klopstokia (played by W.C. Fields) in his efforts to secure money for his destitute country.

[6] In an interview with Leonard Maltin for Film Fan Monthly, Kelly said, "As a child, her father was in the circus, and he used to throw her on bareback, and we never knew it had affected her heart, and one day – boom!