Christina Allan Paul was born in Forbes, New South Wales, Australia, on 11 January 1863, the eldest of four children of Scottish immigrants Christina Allan and her husband, Walter Paul, a miner. The family settled in Auckland, New Zealand, soon afterwards, purchasing farmland at Mangere. When Christina was four her mother died, and her father remarried two years later. She grew up as a Presbyterian, attended Mangere School and participated in the social and church activities of the close rural community. On 5 April 1882 at the Presbyterian Church in Mangere, she married William Ferguson Massey, a neighbouring farmer. They were to have seven children, two of whom were to die in infancy.
At first they lived in a simple wooden house on the highest slope of William Massey's Mangere farm, 12 miles from Auckland city. In 1890 it was destroyed in a fire, so they acquired a large two-storeyed brick house set in 17 acres of fertile Mangere farmland. They lived there from 1890 until 1912. Christina and William Massey became involved in community affairs, their children attended Mangere School, and they developed a wide circle of friends. They shared a love of literature, in particular, poetry and the classics, which they collected. Some of these books, still in the possession of descendants, show by their inscriptions that they were tender gifts from one to the other.
From 1894, when he was elected to Parliament, William travelled regularly to Wellington, and when he became prime minister in 1912 the family moved there. Christina, previously active in Auckland organisations, now gained prominence at the national level. For 13 years she was hostess at the prime minister's residence in Tinakori Road, where she preserved an unostentatious atmosphere. With the outbreak of the First World War she organised fund-raising and social services, including a soldiers' club for servicemen on leave, worked for the Women's National Reserve, and arranged the dispatch of 'comforts to the men at the fighting front'.
Christina Massey was also a supporter of the Victoria League, vice president of the New Zealand Branch of the British Red Cross Society and the Lady Liverpool Fund, and president of the Plunket Society. In these roles she was a skilled and inspiring organiser whose ability was coupled with a great deal of modesty and common sense. During the influenza epidemic of 1918 she was active in organising soup kitchens and providing emergency care for victims. However, she herself fell seriously ill with the virus and for the rest of her life suffered from asthmatic bronchitis.
Christina Massey accompanied her husband on three official visits overseas: the Imperial Conference in England (1916–17), the Paris Peace Conference (1919) and the Imperial Conference in England (1921). New Zealand newspapers eagerly reported their activities, such as visiting the wounded at the New Zealand hospital at Walton-on-Thames, watching New Zealanders play a rugby football match at Richmond, or launching the Union Steam Ship Company of New Zealand's Armagh at Wallsend. In 1918 Christina Massey was appointed a CBE in recognition of her services to the empire. On 24 May 1923 (Empire Day), an official presentation of a diamond necklace and watercolour paintings was made to the Masseys by the citizens of Auckland in appreciation of their services to their city, country and empire.
Christina Massey was frequently in poor health and William left reluctantly for an Imperial Conference in 1923, in fear of her imminent death. However, she recovered sufficiently to nurse him through the months prior to his own death in May 1925. Afterwards, she returned to the family home in Mangere. In 1926 she was appointed a GBE, the first woman in New Zealand to be given the award. A self-effacing person, she accepted this honour on behalf of her husband for services they had both given to their country. The ceremony took place in the family sitting-room of the Massey homestead.
Dame Christina Massey died in Wellington on 19 April 1932 and was interred in the Massey tomb at Point Halswell. She was survived by two daughters and three sons, two of whom, Walter and John, were members of Parliament. A third son, Frank, was active in local and New Zealand National Party political affairs and had won the DSO and Military Cross during the First World War.