At the age of thirteen, Catherine was first coached in acting by the British movie star Richard Burton, who was engaged to her mother at the time. She later studied with Stanley Zaraff and with Joanne Baron, who taught the Meisner technique.
Catherine went to junior schools in London, then at the age of fifteen she returned to the US to go to St Paul's, a smart prep school in Concord, New Hampshire. After that, she deferred the offer of a place at Harvard and later continued her education at Columbia, where she studied philosophy, psychology and mythology.