Her paternal grandfather, Georges II, Count of Montafié was a Knight of Malta, and the owner of the Shroud of Turin; and her maternal grandmother was the niece of Anne de Pisseleu, Duchess of Étampes, the celebrated mistress of King Francis I of France.

Anne had one sister, Urbaine who would later marry Louis de La Chatre, Baron of Maisonfort, Marshal of France, by whom she had one daughter, Louise Henriette.

On 6 October 1577, when Anne was less than three months old, her father was assassinated at Aix-en-Provence while in the service of King Henry III of France as his lieutenant.

Her mother required the intervention of the King and Pope Pius V to ensure that she regained the succession to her father's estate of Bonnétable.

Her only son, Louis had been killed in battle three years earlier without having had legitimate issue; therefore, the countship of Soissons passed suo jure to her youngest surviving daughter, Marie, wife of the Prince of Carignano.