Lady Anne Agnes Erskine (1739 – 5 October 1804) was a Scottish aristocrat and friend and trustee of Selina, Countess of Huntingdon.

She became an important figure in the Countess of Huntingdon's Connexion which was a group of churches which still survives.

[1] Her brothers were David Erskine, 11th Earl of Buchan, who founded the Society of Antiquaries of Scotland; Hon.

Her paternal grandfather has a friend of Selina the Countess of Huntingdon and George Whitefield who were evangelical methodists.

Erskine and Huntingdon lived nest door in what had been the Dog and Duck and which had been rebuilt in 1756.