Ferrier is in the eighth generation of actresses on the maternal side of her family. She was raised in a difficult housing project in the Seine-Saint-Denis town of Noisy Le Grand. In 1988, she entered the Conservatoire de Paris, then attended the circus school Académie Fratellini. She was first interested in dance, in which field she worked professionally for ten years, for choreographers such as Philippe Decouflé – she danced at the opening ceremony of the 1992 Winter Olympics at Albertville – and was a colleague of Kamel Ouali.
From 1996 to 1998 she took classes at L'École Internationale de Théâtre Jacques Lecoq, directed by Alain Mollot.
