The daughter of a doctor and an actress named Violet Ormonde, Delena was educated at Cheltenham Ladies College and studied acting at the Central School of Speech and Drama in London. As a student, she obtained a Gold Medal and a Sybil Thorndike Prize for her acting. Upon graduation, she acted in rep. in Ipswich, Eastbourne, Wolverhampton, Birmingham and Oxford as well as at the New Theatre and the Lyric Theatre, Hammersmith. She was married to the actor Gary Raymond, with whom she had a son, Matthew Raymond, and two daughters, Sophie Raymond and Emily Raymond.