She is the daughter of Manuel Montero, a Cuban comedic writer and actor who made his career in both Cuba and Puerto Rico, where he and his family relocated when Mayra was a young girl.

Manuel, whose pen name was "Membrillo", earned his greatest success playing "Ñico Fernández", a comedic character in Puerto Rican television.

She studied journalism in Mexico and Puerto Rico and worked for many years as a correspondent in Central America and the Caribbean.

Each of her subsequent books—The Last Night I Spent With You, The Red of His Shadow, In the Palm of Darkness, and The Messenger—has been published in the United States in translations by Edith Grossman, as well as in several European countries.

Her most recent novel Son de Almendra is the product of an extensive research about the murder of the mafia leader Albert Anastasia at the Park Sheraton Hotel in New York in the year 1957.