Born in Paris, France, Dee spent her youth in Scotland, England, and Italy. She attended boarding school in England, and graduated from the University of London with a BA in Humanities. Dee moved to the United States in 1988, where she worked in New York City as an art gallery director for the Alexander Gallery, Coe Kerr Gallery, and The Artis Group. She also worked with Richard M. Thune, a private art dealer in Manhattan. Dee became interested in helping people with AIDS in 1989, when she started volunteering in the AIDS unit at the Terrance Cardinal Cooke Center in New York City.

Dee currently resides in Greenwich with her husband, Stephen, and their three children, where she is an active volunteer with numerous local organizations.