Roxy Savage was born on July 8, 1855, in Connecticut to Selah Savage and Sarah M. Mead. Her father was a farmer who owned $7,050 of real estate and $1,400 of personal property in 1860. She grew up in Greenwich, Connecticut, next door to her future husband, Edward L. Palmer. She attended school in New Haven, Connecticut, under Congregationalist teacher Whitman Peck.
She returned home to Greenwich after completing her education, and she remained in her parents’ household until at least 1880. She married Palmer sometime in the early 1880s, and they had at least three children: Julia, born around 1885; Selah, born around 1886; and Llewellyn, born around 1888. Roxy died in Connecticut on March 2, 1892.