Born to a middle-class African-American family in New Jersey, Bey formed a vocal group with her brother Andy Bey and sister Geraldine Bey (de Haas), known as Andy and the Bey Sisters, performing in local clubs and touring North America and Europe. After moving to Toronto in 1964 and playing the jazz club circuit, she became known as "Canada's First Lady of Blues". Bey appeared on Broadway in Your Arms Too Short to Box with God, for which she was nominated for a Grammy Award for her work on the cast album. She put together a blues & jazz cabaret show on the history of black music, Indigo - which earned her the Dora Mavor Moore Award for outstanding performance. The show was later taped for TV networks.