Bonaly was born in Nice, France in 1973. Her figure skating started when she was 10 years of age. When she was a child, her skating heroes were Midori Ito and Brian Boitano. When Bonaly first began to compete at the international level, her coach at the time, Didier Gailhaguet, fabricated a story that she had been born on Reunion Island before being adopted by the Bonalys in France. This was widely reported by the international media (including, for example, a lengthy feature during the CBS television broadcast of the 1989 World Championships) before the story was finally debunked. Bonaly now lists her birthplace as Nice. Later in her career, Bonaly was coached by her adoptive mother, Suzanne, a former physical education teacher.