Caroline-Pauline-Thérèse née Bianchi was born to Marius Bianchi, a businessman, and his wife Mathilde, née Jeanin, in 1870. She was the great-great-granddaughter of the painter Jacques-Louis David, decending from Pauline-Jeanne David, one the artist's twin daughters. In 1894 she married Gaétan-François-Lucien-Joachim, Comte Murat [b. 1861]. They resided in Paris, on the Rue Marignan.