Rhéaume started playing hockey at a young age with her brothers, practicing as a goalie on a rink her father made in their backyard in Lac Beauport, near the city of Quebec. She played goalie while her brothers practiced their shots. She later played on her brothers’ Pee-Wee team coached by her father. In 1984, at age 11, she became the first girl to compete in the Quebec International Pee-Wee Tournament. In 1991 she played briefly in the Quebec Major Junior Hockey League.