Ashleigh was born in Fife, Scotland and educated at Newbattle Community High School in Dalkeith. In 2003, she graduated from the Guildford School of Acting, where the received Margaret Veale Award for Singing and the principals award for Musical Theatre. In 2001, Gray returned to Newbattle High School to give a talk to pupils, during which she was surprised by a TV crew and BBC TV star Jane McDonald who were filming her for a series called Star for a Night.