Born in Nevers, Alice Picaud started playing the cello at the age of 7 at the Nevers music school with Anne-Claude Blard. Very early on she added piano to her activities, and she continued to practice it regularly.

In 2002, she graduated from the CFEM, then left the city of Nevers for Paris, where she joined Xavier Gagnepain's class at the CNR of Boulogne-Billancourt. She finished her higher cycle at the CNR with a first prize in cello, musical analysis, chamber music in Hortense Cartier-Bresson's class and instrumental deciphering. In addition, she was invited to participate in a Ysaye quartet workshop with cellist Ivan Markovitch and benefited from masterclasses with Jerôme Pernoo, Henry Demarquette, François Salque and Marie-Thérèse Grisenti.

In December 2006, she was admitted to the entrance examination of the Royal College of Music in London where she studied cello with Thomas Carroll and chamber music with the Chiligirian quartet.