Yennie was born on May 15, 1985 in Riverton, Wyoming, and is the youngest of three sisters. At the age of 4, Yennie was in her first play called Goosey Loosey and played the leading role of Goosey Loosey. She was nominated for "Best Dancer in Wyoming" when she was 13. Yennie enjoys all forms of dancing and when she was a teenager, she studied Celtic, jazz, tap, lyrical and belly dancing. At the age of 19, Yennie moved to New York City and attended the New York Conservatory for Dramatic Arts.