There, in her 20s, she began acting and appeared in productions by the Cambridge Footlights. Margolyes attended Oxford High School and Newnham College, Cambridge, where she read English. Her grandfather Margolyes was born in a small shtetl called Amdur (now – Indura) in Belarus, which at that time was part of the Russian Empire. Her maternal great-grandfather, Symeon Sandmann, was born in the Polish town of Margonin, which Margolyes visited in 2013.
She grew up in a Jewish family, with ancestors who moved to the UK from Belarus and Poland.
Margolyes was born in Oxford on, the only child of Joseph Margolyes (1899–1995), a Scottish physician and general practitioner from the Gorbals area of Glasgow, and property-developer Ruth (née Walters 1905–1974), daughter of a second-hand furniture dealer and auctioneer at Kirkdale, Liverpool, who later relocated to London.
