Myles was born in London. Her mother, Jane (née Allan), works in educational publishing, and her father, Peter R. Myles, is a retired Church of England vicar in Isleworth, West London. Her paternal grandmother was Russian, and Myles refers to herself as "half-Welsh, half-Russian". She grew up in Notting Hill and attended Fox Primary School. At the age of 11, she moved with her family to Isleworth and attended the Green School. Following success at her A Levels, she had been planning to study philosophy at Cambridge, but chose to pursue an acting career after being spotted by Julian Fellowes in a school play.