Natives of San Bernardino, California, Fay Kelly and her older sister Fawn took the surname of Adler after their parents divorced and their mother remarried to a hotel owner. Fay and Fawn learned the art of dancing at Ernest Belcher's dancing school in Los Angeles; by her late teens, Fay was, with her dance partner and fellow Belcher School graduate Ted Bradford, dancing in the George M. Cohan Broadway production "The Merry Malones." Known as acrobatic, or "stunt" dancers, the diminutive Adler and the tall, "brawny" Bradford had a spirited specialty act called "The Butterfly and the Spider." Both she and Bradford appeared in the 1928 Earl Carroll's Vanities, where she met W.C. Fields. In 1947, when Fields' widow sued Magda Michael, the executor of his estate concerning bequests that diminished Hattie Fields' portion of the estate that would have gone to her as her share of the community property, Fay Adler was to receive a bequest of $1,300. Carlotta Monti, in contrast, was to get $100,000.