She was the daughter of Sir William Montgomery, 1st Baronet (1717–1788), and his first wife, Hannah.
Her only brother William died in 1777, while on active service during the American War of Independence, and her half-brother George inherited the baronetcy.
[2] The family seat was at Macbie Hill, Peebles, Scotland.
The Marchioness was officially Mistress of the Robes to Caroline, Princess of Wales, from 1795 to 1808.
[5] She is also one of the sitters in Reynolds' A Sacrifice to Hymen (1773), along with her sisters Elizabeth Gardiner, Viscountess Mountjoy and Barbara.