Born in the Eastern name order[citation needed] in Budapest[1] of Czech extraction and nicknamed Stefi (Stefánia) by her friends and family, Duna started dancing at the age of nine and first attracted attention as a thirteen-year-old ballet dancer in Europe.

In 1932, she appeared on the London stage in Noël Coward's revue Words and Music as one of the four actresses to create the song "Mad about the Boy".

Signed by RKO Radio Pictures, she played Guninana, the Eskimo wife of Francis Lederer, in Man of Two Worlds (1934).

Films in which she played lead roles, such as Panama Lady (1939) with Lucille Ball, were popular but did not make her a major star.

[citation needed] On October 18, 1940, Duna married actor Dennis O'Keefe in Phoenix, Arizona.