She studied music in Rozsnyó (today Rožňava) and married a Romani musician-blacksmith. Legends claim that she played violin at the age of 9. After 1725 Cinka formed a music band with her husband and brothers-in-law. She designed a uniform of sorts for the band. She became famous for her skill with a violin. She played first violin in this ensemble. The band toured abroad and was invited to perform in noble houses. She also gave birth to four sons and one daughter. Her father and brothers are said to be the authors of the Rákóczi March among others.
Panna Cinka died in 1772 and was buried on February 5 in Gemer. Her grave has not survived but future poets gave her an epithet "The Gypsy Sappho". Many Hungarian writers and composers—such as Mór Jókai, Zoltán Kodály, and Endre Dózsa—adopted her as the character of their works.