She initially considered calling herself Anna Karina, after the French New Wave actress of the same name, before choosing Sasha Grey. In May 2006, Hantzis moved to Los Angeles, California, and performed in hardcore pornography. She bussed tables at a Black Angus steakhouse until March 2006 and saved $7,000 for a move to Los Angeles. She graduated a year early at the age of 17, and in late 2005, she attended Sacramento City College and took classes in film, dance, and acting. Hantzis attended four high schools, including Highlands High in North Highlands, and was unhappy at each. She was raised as an adherent of Catholicism. Hantzis's parents divorced before she started middle school and she was subsequently raised by her mother, who remarried in 2000. Her mother is of English, Irish, and Polish descent. Her father was a Greek-American who worked as a mechanic and died in June 2015.
Hantzis was born in North Highlands, California, into a working-class family.
