Born at Newton Tony, Wiltshire,[2] she was the daughter of Nathaniel Fiennes, a politician and in the English Civil War a Parliamentarian colonel, and his second wife, Frances née Whitehead.

She travelled around England on horseback between 1684 and about 1703, "to regain my health by variety and change of aire and exercise" (Journeys).

[2] Robert Southey published extracts in 1812, and the first complete edition appeared in 1888 under the title Through England on a Side Saddle.

Despite the widespread notion that the habit of visiting "stately homes" set in after the Second World War, many have been accessible to travellers of higher social standing since Fiennes' time if not earlier, and her comments are among the most interesting sources of information about them.

Her travels formed the subject of a play, Riding England Sidesaddle by Christopher Goulding, which was first performed at the People's Theatre, Newcastle upon Tyne in 1992, starring Andrea Riseborough as the young Celia Fiennes and Gordon Russell as her father.