The Duchess was one of only two women to compete in sailing at the 1908 Summer Olympics as owner and extra crewmember of the 8-metre bronze medal-winning yacht Sorais.

[citation needed] At a party at Blenheim Palace, Mary asked the Prince of Wales (later King Edward VII) to convince Hugh Grosvenor, 2nd Duke of Westminster to marry her daughter.

The pair were married on 16 February 1901 and moved into Grosvenor House on Park Lane, a mansion that the Duke had inherited from his grandfather.

The couple were divorced – on the grounds of the Duke's adultery and desertion – the following year, with the decree being made absolute 19 December 1919.

[7] After their divorce, the Duke married three more times, including to Violet Cripps, Baroness Parmoor, Loelia, Lady Lindsay, and Anne Grosvenor, Duchess of Westminster.

Because their subsequent interactions were amicable, it has been surmised that both parties collaborated to achieve the divorce because each wanted to end the marriage and remarry.