Born into a family of filmmakers to parents Tanya Ballantyne Tree and Bruce Mackay, Josephine Mackay was steeped in the world of film from a young age. She began her training at Pax Productions at the age of seventeen. Upon graduating from Amherst College, Summa Cum Laude and Phi Beta Kappa, studying in English and Film, she went on to complete her documentary training at Galafilm. In 1997, she collaborated with her mother on three documentary films about dancer/choreographer Margie Gillis. In 1999, she co-wrote and co-produced Source sauvage, a short dance film that aired on Bravo! In 2002, she completed her directorial debut, Irene the Lionhearted, an intimate, historical biography of her firebrand grandmother, Irene Kon, which aired on W Network and CFCF-12.