Markham was born in the village of Ashwell, in the county of Rutland, England, the daughter of Charles Baldwin Clutterbuck, a horse trainer, and Clara Agnes (née Alexander) (1878–1952).

On her family's farm, she developed her knowledge of and love for horses, establishing herself as a trainer at the age of 17, after her father left for Peru.

When Blixen's romantic connection with the hunter and pilot Denys Finch Hatton was winding down, Markham started her own affair with him.

In 1928, while pregnant with Gervase, she entered into an affair with Prince Henry, Duke of Gloucester – known informally as Harry – the son of George V, who became besotted with her during his trip to Kenya.

[5] Returning to England, Harry installed Beryl as his mistress in the Grosvenor House Hotel, a few minutes' walk from Buckingham Palace.

But this girl, who is to my knowledge very unpleasant and we might even say a high-grade bitch, can write rings around all of us who consider ourselves as writers ... it really is a bloody wonderful book.Intrigued, Gutekunst read West with the Night and became so enamoured of Markham's prose that he helped persuade a California publisher, North Point Press, to re-issue the book in 1983.

Actor Lyle Talbot narrated the film, British actress Diana Quick was the voice of Markham in readings from her memoir, and Shlachter conducted most of the interviews.

In 1988, CBS aired the biographical miniseries, Beryl Markham: A Shadow on the Sun, with Stefanie Powers in the title role.

[13] Critics raised questions as to whether Markham was the true, or sole author of West with the Night, when her third husband Raoul C. Schumacher made claims to the book.

[citation needed] Evidence abounds that she was indeed the sole author; copies of the manuscripts sent to her editor prior to Markham meeting her ex-husband quickly silenced the critics and his claims.

[citation needed] Schumacher was lodging with Hollywood writer Allen Vincent in California according to the 1940 census and Markham re-entered the United States via Florida in 1941.