Caterina was born and raised in Milan, Italy. In high school, she formed a theatre company with her friends. Together they performed Shakespeare and original plays over the summer, in the Italian Alps. She moved to New York at eighteen, to attend New York University Tisch School of the Arts, at the Stella Adler Studio of Acting. She also spent time at the Royal Academy of Dramatic Art, in London, focusing on Shakespeare. She is now primarily focused on directing.