Born Freda Josephine McDonald in St. Louis, Missouri, she later took the name Baker from her stepfather. Surviving the 1917 riots in East St. Louis, Illinois, where the family was living, she ran away a few years alter at age thirteen and began dancing in vaudeville and on Broadway. In 1925, she went to Paris where, after the jazz revue La Revue Nègre failed, her comic ability and jazz dancing drew attention of the director of the Folies Bergère. She died of a stroke.