Helle Genie Lotinga was born in Aarhus to Jewish rentier Moritz Lotinga and Ellen Larsine (née Rasmussen). Her parents divorced when she was 5, at which point she moved with her mother from Old Rye to Copenhagen. Her paternal family escaped to Sweden doing the occupation of Denmark in 1943. Helle changed her last name from Lotinga to Virkner in 1944. Helle Virkner was married three times. First to actor William Rosenberg (1944–1949), then to actor Ebbe Rode (1949–1958), and her third marriage was to the then Foreign Minister of Denmark and later Prime Minister Jens Otto Krag (1914–1978), with whom she had one child, daughter Astrid Helene 'Søsser' Krag, a journalist and former model. Krag also had a soon from a previous relationship named Jens Christian Stephan Krag. Helle and Søsser lived together in sheltered housing in Charlottenlund in the last years of Helle's life.
