She was born Mae Josephine Coughlin in New York City. She was romantically involved with gangster Al Capone; they had a son (Sonny Capone) on December 4, 1918, and married on December 30, 1918. In 1919 Capone went to Chicago to work for Johnny Torrio. He moved his family to Chicago soon afterwards. She lived with Capone, Sonny and her mother-in-law Teresina Capone. Mae is largely unaware of Al's criminal activities and does not know that he works in the Four Deuces brothel.
Jimmy Darmody visits the Capones' house for a meal. Jimmy offers to chop something and Al says that he cannot let a guest help with the cooking. Al's mother, Teresina, asks him to translate as she only speaks Italian. Mae offers condolences about Pearl. Al is quick to mention the details he embellished so that Jimmy does not give him away – he has told Mae that they work in a restaurant and that Pearl was a waitress killed in a streetcar accident. He suggests they should talk to the driver. Al asks how many sausages Jimmy wants and Jimmy asks for one. al insists on giving him three and Mae says that Jimmy can make up his own mind. Al calls his son, Sonny, to the table but gets no response until he kicks him. Al complains about the boy being stupid and Mae goes to bring him to the table. Al tells his mother to make coffee and she complains about Mae. Mae recognises fragments of the Italian and realises she has been insulted. Al disparages his household, commenting on the ethnicities of his mother and wife and calling his son stupid again. Jimmy mentions his own son, Tommy, and describes him to Mae. Al wonders if Tommy comes when called and Jimmy says that Tommy has a mind of his own. Jimmy tries to speak to Sonny but gets no response; Capone calls him dopey. Mrs Capone trips and spills the coffee; her family help her clean up but Sonny just eats his dinner. Jimmy clicks his fingers behind Sonny and the boy does not move. He repeats the action and Capone notices; they share a look.
By 1923 the family have moved from their small apartment into a well appointed house. Al Capone readies for his day and notices that his son, Sonny, has a bruise on his face. Mae tells Al that it happened at school and that Sonny is being bullied by a new boy. Al rails against the bully attacking someone who is deaf and Mae reminds him that it is a special school where all the students are deaf. ("Blue Bell Boy")