Hale was born in Los Angeles to screenwriter Grover Jones and ballerina Susan Avery. Her father died when she was a child, and her mother later married actor and stuntman Richard Talmadge. She began riding horses at an early age and developed an interest in polo as a young girl watching matches near her home. Because official tournaments excluded women Hale competed for nearly two decades disguised as a man. She played matches using the name "A. Jones," using makeup and clothing to disguise her gender.