ulia Graydon Sharpe was born in Indianapolis in 1858 to a well-established and once-prosperous family. She enjoyed a highly cultured childhood, attending private school in Indianapolis and later, the Chegaray Institute in Philadelphia for voice training. She attended the Indiana School of Art in 1878, leaving after a year in spite of encouragement from various teachers to stay on and continue with her studies.
It was not until 1894 that Julia returned to artistic training, re-enrolling in the Indiana School of Art for two years. She continued her studies at the Art Students League in New York, where she took classes with H. Siddons Mowbray and Augustus Saint-Gaudens. Julia also enrolled in the Chase School of Art, with classes led by William Merritt Chase. This school was considered inferior to the Art Students League, yet the opportunity to study with Chase was too tempting, and Julia continued taking classes at the Chase School throughout 1897.
Julia moved back to Indianapolis and quickly enrolled at the John Herron Institute of Art to study with J. Ottis Adams. Although she would only stay at Herron for one term, Julia continued to study privately, first with Adams and then with the Brown County artist J. Will Vawter.