A member of a cadet branch of the House of Guise, her father François Marie of Lorraine, Prince of Lillebonne was the youngest son of Charles II de Lorraine, Duke of Elbeuf and Catherine Henriette de Bourbon, a natural daughter of Henry IV of France and Gabrielle d'Estrées.

She was a lady in waiting to Marie Anne de Bourbon, Princess of Conti (1666–1739), a legitimised daughter of Louis XIV of France.

While in the circle of the Grand Dauphin, she became close to his other half sister Louise Françoise de Bourbon known as Madame la Duchesse.

[2] She was also close to her uncle Charles Henri, Prince of Vaudémont and to Louis Joseph, Duke of Vendôme.

Anne Julie had died earlier from smallpox, leaving five young children.