Jimena was the daughter of Diego Fernández, Count of Oviedo and son of Count Fernando Flaínez, and his wife Cristina. She was a sister of Fernando Díaz. Upon marrying Rodrigo Díaz, Jimena Díaz accompanied her husband although it has remained unclear if she lived with him in the Taifa of Zaragoza during his first exile (from 1080-1086) as leader of the Andalusian army in service of Ahmah al-Muqtadir, Yusuf al-Mu'taman ibn Hud, and Al-Mustain II. There is also little historical certainty as to whether or not she moved with him in this period to Asturias, although there exists some documentation to suggest that she maintained a presence even during periods of separation (a legal action from Tol in 1083).