Dombasle family's surname was created in 1912, when Dombasle's grandfather René Sonnery (1887—1925), an industrialist from Lyon, married Anne-Marie Berthon du Fromental. She took Dombasle as her professional surname in honor of her mother.

She was raised in Mexico and also at Château de Chaintré, the Sonnery family's estate near Saumur, Maine et Loire.

Dombasle embarked on a singing career and acting after attending the Conservatoire international de musique de Paris and further studies in Mexico.

She has appeared in several Hollywood English-language productions, but most of her acting work has been in French, as are her albums. She also has directed and written the scripts for two films, Les Pyramides Bleues and Chassé-croisé. Renowned for her beauty, she has described her looks as "a Crazy Horse dancing girl", a reference to the famous cabaret in Paris.

Formerly married to Dr. Paul Albou whom Vanity Fair magazine described as a "Jewish playboy society dentist 32 years her senior," she has been, since 19 June 1993, the third wife of French philosopher and writer Bernard-Henri Lévy. They were married at Saint-Paul-de-Vence on the Côte d'Azur where they have a villa. She has two stepchildren, Antonin-Balthazar Lévy and Justine Lévy, a novelist. Her brother, Gilbert Sonnery (aka Gilbert Sonnery Garreau), is a textile executive, having been chairman of J. B. Martin Ltée and vice chairman of the French holding company MRM.