One of 13 children, Coleman grew up in Waxahatchie, Texas, where her mathematical aptitude freed her from working in the cotton fields. She attended college in Langston, Oklahoma, briefly, then moved to Chicago, where she worked as a manicurist and restaurant manager and became interested in the then-new profession of aviation.

Discrimination thwarted Coleman's attempts to enter aviation schools in the United States. Undaunted, she learned French and at age 27 was accepted at the Caudron Brothers School of Aviation in Le Crotoy, France. Black philanthropists Robert Abbott, founder of the Chicago Defender, and Jesse Binga, a banker, assisted with her tuition. On June 15, 1921, she became the first American woman to obtain an international pilot's license from the Fédération Aéronitique Internationale. In further training in France, she specialized in stunt flying and parachuting; (skydiving) her exploits were captured on newsreel films. She returned to the United States, where racial and gender biases precluded her becoming a commercial pilot. Stunt flying, or barnstorming, was her only career option.