Pierce was born in Montreal while her French mother and American father were on a trip to the city. She was raised in the United States and lives in Sarasota, Florida. Thus, she has had or has been eligible for United States, Canadian, and French citizenship, and she has represented France in international tennis competitions many times. She speaks English and French fluently.

Pierce was introduced to tennis at the age of 10 by her father Jim Pierce.[citation needed] Just two years later, she won the US national 12-and-under junior title. In 1989, she became the youngest American player to make her debut on the professional tour, aged 14 years and 2 months. (This record was broken the following year by Jennifer Capriati.) She quickly gained a reputation for being one of the all-time hardest hitters on the women's circuit.

During her first few years on the tour, Pierce was better known for the behavior of her father, more so than her performances on court. Jim Pierce, who also coached Mary, often shouted abuse at her opponents during matches. On one occasion when he was sitting in the stands, he notoriously screamed, "Mary, kill the bitch!" He was also reportedly often verbally and physically abusive to Mary during practice sessions and after defeats.[citation needed] Jim Pierce was ejected from the French Open in 1993 after he punched a spectator, following which he was banned from all Women's Tennis Association (WTA) Tour events until 1998. The incident also prompted the WTA to pass a new rule (commonly referred to as the "Jim Pierce Rule") which prohibits abusive conduct on the part of players, coaches, and relatives. Mary dropped her father as her coach in 1993 and took out a restraining order against him. A few weeks later, he got into a fight with her bodyguard at a hotel where she was staying. He then sued her claiming that he had been promised 25% of her earnings as a tennis player, and she paid him US$500,000 to drop the suit and to leave her alone.[citation needed] She withdrew from the Wimbledon tournament in 1994 after a British tabloid newspaper threatened to smuggle her father into the grounds.

Pierce's game has always been built around her heavy groundstrokes, particularly her cleanly struck semi-western forehand. She also has a strong two-handed backhand and powerful serve, including a kick second serve that is among the best in the game. Pierce and Monica Seles were among the first female players to regularly hit drive volleys. Pierce has been noted on the women's tour for taking her time while playing, occasionally being given time violation warnings. Before every serve and between points, Pierce follows a painstaking ritual of fixing her hair and dress.