Mckenzie was born in March 1968 and grew up in Sutton-in-Ashfield. Generations of male members of her white working class family were miners. She left school at 16, and, like her mother, worked in a Pretty Polly hosiery factory. In 1988 she moved from the, predominantly white, coalfield town of her childhood to St Ann's, an inner-city suburb of Nottingham, a move initially motivated by a lack of hope and jobs. Her mixed-race son was born when she was 19, which also contributed to her staying in the area where more black people were and she felt more comfortable.