Lucy Ann Lobdell was born to James and Sarah Lobdell, in Westerloo, Albany County, N.Y. on December 2, 1829. At the age of ten Lucy determined she would go to school. Because of traditional beliefs about the intellectual capabilities of girls and women, it was uncommon for working class girls to get an academic education. Because schooling was not free as it is now, Lucy had to earn her own money to pay the tuition. To do so, she took over the management of the dairy and the henhouse, and received half the profit from sales. To protect her investment from predators, Lucy borrowed her father's gun and "learned to shoot the hawk, the weasel, the mink, and even down to the rat".

Sometime shortly after 1850, the Lobdell family moved to the Basket in Long Eddy, below Hancock, New York, where James established a saw mill along a creek. According to reports from neighbors, Lucy seemed to be influenced by a native American girl named Gelerama, and one of the few existing photos of Lucy would seem to attest to that friendship. In it, she wears a buckskin dress and sports feathers in her hair.

Lucy's marksmanship would grow to be legendary and combined with her love of the woods, it would become a skill that enabled survival.