She was born Natasha Abigail Taylor in Walton-on-Thames, Surrey in 1969 to Noreen McElhone and Michael Taylor, both journalists. She took her mother's maiden name as her stage name. McElhone has a scriptwriter brother, Damon, who lives in Los Angeles, and two half-brothers, Alexander, who lives in Zürich, and Nicholas, who lives in Stockholm. Her parents separated when she was two. Her Irish mother moved the family to Brighton and later married Journalist and columnist Roy Greenslade.