The la Zouche family descended from Alan la Zouche (d. 1190), lord of the manor of North Molton in North Devon, England, originally called Alain de Porhoët, or Ceoche, who was a Breton nobleman who settled in England during the reign of King Henry II (1154–1189).

He was loyal to the king during his struggle with the barons, fought at the Battle of Lewes and helped to arrange the Peace of Kenilworth.

Eudo was a professional soldier; late in life, he married Millicent de Cantilupe (d. 1299), one of the two sisters and co-heiresses of Sir George de Cantilupe (1251–1273), 4th feudal baron of Eaton Bray and Lord of Abergavenny, from whom he inherited several manors including Eaton Bray, Calne and Harringworth and by whom he had three daughters and two sons.

His great-great-great-grandson, the fifth Baron, married Alice Seymour, 6th Baroness St Maur, and assumed that peerage in her right.

Their son succeeded to both titles; his stepmother, Elizabeth St. John, was an aunt of the future King Henry VII, a connection which proved useful to later members of the family.

The seventh Baron was attainted in 1485 for loyalty to King Richard III but was eventually restored to his title and a part of his lands.

In 1829, the abeyance was terminated in favour of the 12th baron Cecil's elder daughter, Harriet-Anne Curzon (née Bisshopp), who became the 13th Baroness.