Margery Kempe was born in King's Lynn (then Bishop's Lynn or Lynn Bishop) in around 1373, daughter of a leading merchant named John de Brunham, five times Mayor and sometime parliamentary representative.

In 1393 or thereabouts she married John Kempe of Lynn, son of a skinner (or fur/leather merchant). She suffered severe post-partal fever after the birth of her first child during which a deep religious experience of Our Lord led to her recovery. No further post-natal problems are recorded: the Kempes had fourteen children in all.

Over next ten years she was at some time first a brewer and then ran a mill; she records neither venture was ultimately profitable.

Some time between 1405-10 she experienced a profound spiritual experience of heaven, probably during a dream, which led to her expressing a wish to take a vow of chastity; it was a few years before John would agree but he did so during a visit to Yorkshire in 1411. Margery then spent long hours in St Margaret's in vigils and meditation: she records some visionary experiences and the devotional weeping for sinners that became her hallmark.

In 1414-15 Margery went on a Pilgrimage to the Holy Land and Rome. In Jerusalem she experienced the first fit of "cries" (not weeping), which seem to be a kind of fit (some have suggested epilepsy) which continued to be triggered off during devotion to the Passion over the next ten years, after which they ceased. This leads to great unpopularity among the townsfolk of King’s Lynn although frequently she gained the respect of churchmen, some of high rank.

In 1417 she went on pilgrimage again, this time to Compostela. This pilgrimage was followed by a journey across England to Leicester, York and Beverley, during which she attracted much suspicion of being a Lollard and is called to account at least three times. It is clear from Margery's writing that she was no such thing, but her behaviour and outspoken manner always invite unwelcome attention.

During the 1420s she seems to have remained in Lynn: her husband, from whom she had long lived apart, met with a severe accident and remained incapacitated; Margery took him to her own home and cared for him as an invalid till his death.

In 1431 one of her sons, who lived in Danzig with his wife and daughter, brought his wife to visit Margery. A month later he died unexpectedly and John Kempe himself died soon after. Either now or a little before Margery dictates the first draft of her spiritual life story.

Margery then escorted her widowed daughter-in-law home to Danzig, in 1433, but to avoid as much of the sea as possible she traveled back overland to Calais, part of the way as a pilgrimage to Wilsnack and Aachen. In great poverty and alone she made her way from Dover to London, where she stayed a while before meeting with an acquaintance who can escort her home.