Kristina Train was born in New York City, but raised in Savannah, Georgia from the age of nine. While growing up, she sang in church and school choirs, studied classical violin, and volunteered at the Savannah Music Festival.
Train began singing and playing violin professionally in 1999 with The Looters, a band also known for backing European musicians Rosa King and Saskia Laroo on tours of the US. She also performed with "Rosa King and The Looters" for several showcases in Georgia before King's death in 2000.
In 2001 Train played a showcase in New York City for Blue Note Records. Executives Bruce Lundvall and Arif Mardin subsequently signed Train to Blue Note, but Train ultimately acquiesced in her mother's wish that she attend college. While attending school, she performed with a band in Athens, Georgia. Eventually, however, Train left school to pursue music full time, moving to New York and signing with Blue Note again.