Winnie Wheeldon, the daughter of Alice Wheeldon and William Wheeldon, a commercial traveller, was born in Blackburn on 13th December 1893. Eight years later Winnie and her family moved to 91 Stanhope Street, Derby where her mother ran a second-hand clothes shop at 12 Pear Tree Road. The Derby & District Directory records that she bought and sold the contents of people's wardrobes.
Alice Wheeldon became active in politics. She was a socialist and a member of the Socialist Labour Party (SLP) . She was also active in the Women's Social and Political Union (WSPU). Winnie and her sister, Hettie Wheeldon, shared their mother's political views. The sisters both attended the British and Foreign School Society's Teacher Training College in Lambeth. Both women became friends with Jimmy Thomas, the Labour Party MP for Derby. It is claimed by Nicola Rippon in her book, The Plot to Kill Lloyd George (2009): "Winnie spent many weekends in the company of... Jimmy Thomas. A staunch trades unionist and railwayman, Thomas would eventually become general secretary of the National Union of Railwaymen."
The outbreak of the First World War caused conflict between Winnie and the WSPU. Winnie was a pacifist and disagreed with the WSPU's strong support for the war. Sylvia Pankhurst and Charlotte Despard established the Women's Peace Army, an organisation that demanded a negotiated peace. Winnie, Alice Wheeldon and Hettie Wheeldon, all joined this new political group. Other members included Helena Swanwick and Olive Schreiner.