She is the daughter of Pierre Consigny,[1] who was the head of cabinet for the Prime Minister Maurice Couve de Murville. She has five siblings. One of her brothers is the writer and publicist Thierry Consigny, author of La Mort de Lara.[2]
She has two sons with French film director and former partner Benoît Jacquot; Vladimir Consigny, an actor born in 1988, and Louis, born in 1994. She is married to art critic Éric de Chassey.