Alexi was born in Potterstead to Paulina and Gideon Mayhew, and had moved to Dunwall by 1841. Growing up, Alexi was a close personal friend of Emily Kaldwin, going so far as to take carriage rides with the young Empress. On one such ride, a group of Regenters attacked the carriage when Corvo was too far away to assist. Alexi helped Emily hold off the Regenters, even throwing a lit grenade back at them, until the City Watch arrived and arrested the attackers. When Alexi turned 18, she was immediately appointed to the Watch.