Oh was born in Nepean, Ontario, to middle-class Korean immigrant parents Joon-Soo (John) and Young-Nam, who had come to Canada in the late 1960s. Her father is a businessman and her mother a biochemist. Oh grew up living on Camwood Crescent in the Ottawa suburb of Nepean, Ontario, where she began acting and dancing ballet at an early age. At the age of 10, she played The Wizard of Woe in a class musical, The Canada Goose.

Later, at Sir Robert Borden High School, she founded the Environmental club BASE (Borden Active Students for the Environment), leading a campaign against the use of styrofoam cups. While at Sir Robert Borden High School she was Student Council President. While in high school, she played the flute and continued both her ballet training and acting studies; however, she knew that she "was not good enough to be a professional dancer" and eventually focused solely on acting. This interest led her to take drama classes, act in school plays, and join the drama club