Her maternal grandparents were Sir William Carey and Mary Boleyn.

Mary was a sister of Anne Boleyn, second wife of Henry VIII of England.

Mary Boleyn had preceded her more famous sister in the King's affections, and had affairs with both Francis I of France and Henry VIII.

Anne's eldest sister was Lettice Knollys, chief Lady of the Bedchamber to Queen Elizabeth and the mother of the queen's favourite, Robert Devereux, Earl of Essex.

Anne Knollys married, on 19 November 1571, Thomas West, 2nd Baron De La Warr, by whom she had six sons and eight daughters:[1] The US state of Delaware is named after Anne's son, Thomas West, Baron De La Warre.