She was the daughter of John Russell, 4th Duke of Bedford, and his second wife, the former Gertrude Leveson-Gower.

Her father served as the British Ambassador to France and Lord President of the Council.

[1] On 23 August 1762, Lady Caroline was married to George Spencer, 4th Duke of Marlborough at Bedford House in Bloomsbury, London.

She was also painted by Sir Joshua Reynolds around the time of her marriage,[5] and later, with her eldest daughter.

[6] Queen Charlotte is reputed to have called Caroline "the proudest woman in England".