Pretty Mischievous is the second foal of Pretty City Dancer (Tapit), winner of the Grade 1 Spinaway Stakes in 2016. Her dam is a half-sister to Lear's Princess (Lear Fan), winner of the Grade 1 Gazelle Stakes. The mare's first foal is Ornamental (Medaglia d'Oro), a winner.

Second dam Pretty City (Carson City) was unraced and bred eight winners, among them Pretty City Dancer and Lear's Princess. She is a half-sister to My Big Boy (Our Hero), winner of the Grade 1 Bernard Baruch Handicap, and to the stakes winner Forever Command (Top Command).

Third dam Pretty Special (Riverman) is a half-sister to Oh So Snobish (Quadratic), winner of the Premio d'Estate, then a Group 3.

Pretty City Dancer was barren to Uncle Mo for 2021. She has a yearling filly by Medaglia d'Oro and a filly by Street Sense born on 28 March, and she was covered again by Into Mischief.