Behennah's biological father is a former Hong Kong school principal. However, her parents are divorced. Her mother Rosemary remarried and, along with her stepfather, presently runs a B&B in France. The youngest of 3 siblings, Michelle relocated with her family to Sheffield, England, where she was raised.

Originally, she wished to attend to medical school in order to become a plastic surgeon, but her mother believed her daughter the potential for a modelling career. At the age of 14, Michelle set out for London, where her mother entered her in a contest sponsored by a shampoo company.

Michelle won the contest and next entered the 1993 Ford Agency "Supermodel of the World" competition. At this event she was a finalist, along with now fellow model Magdalena Wrobel.