As a teenager growing up in Asheville, North Carolina, she and her sister were both debutantes, and Qualley made her debut at the Bal des débutantes in Paris. She left home at 14 to board at the North Carolina School of the Arts, where she studied dance. She trained as a ballerina, earning an apprenticeship at the American Ballet Theatre and studying at New York's Professional Children’s School. However, at the age of 16, following an offer to become an apprentice with the North Carolina Dance Theater company, Qualley decided to quit dance. In order to stay in New York, she began working as a model. Of this period, Qualley says: "I wrote to my mom saying: 'Look, I don’t think I want to be a dancer any more so I’m going to quit ballet and stay here. I will have this and this income next week. ' I laid it out in a way that she couldn’t say no because I was so organised. " Qualley later changed her focus to acting and attended London's Royal Academy of Dramatic Art summer program. Qualley attended New York University.