Anu Liis Kõks was born in Tartu, Estonia on March 22, 1940, during the Russian occupation of Estonia during the second World War. She was the only child of Jaan and Valeria Kõks. Her father was a draftsman and an architect.
When the Germans occupied Estonia in the summer of 1941, the Kõks family was able to emigrate to Germany along with many other Estonian refugees.