George Egerton was born Mary Elizabeth Annie Dunne on 14 December 1859 in Melbourne, Australia. She spent much of her childhood in Dublin, Ireland, and though she showed an early aptitude for art and linguistics, she left school at 14 to care for her younger siblings after the death of their mother.

In 1888, she was involved in widely reported social scandal when she eloped with a married man named Henry Peter Higginson-Whyte-Melville. Whyte-Melville was divorced and he and Egerton married later that year. During their brief marriage (Whyte-Melville died in 1889), the couple moved to Norway, where Egerton would live for 2 years. She became close to many major Norwegian writers of the time, particular Knut Hamsen; she was the first person to translate his book Hunger into English in 1899.

In 1891, Egerton married Egerton Tertius Clairmonte and while living with him in rural Ireland, began writing fiction under the pseudonym "George Egerton." Her first book of short stories, Keynotes, was published in 1893 by Bodley Head.

Egerton was very closely associated with the "New Woman" movement during her lifetime, though she personally disliked reductionist conflation of her work with her politics.

George Egerton died in England in 1945, at the age of 85.