Dorothy was born in about 1564, the daughter of Walter Devereux, 1st Earl of Essex and Lettice Knollys, a lady-in-waiting of Queen Elizabeth I of England.

Dorothy had an elder sister Penelope Devereux, who was said to have been the inspiration for Sir Philip Sidney's sonnet sequence Astrophel and Stella.

In 1589, eleven months after Leicester's death, Dorothy acquired another stepfather, Sir Christopher Blount, who was thirteen years younger than her mother.

She distrusted Sir John Perrot, who was to end his life as a convicted traitor under sentence of death in the Tower of London, and detested Dorothy's mother Lettice, whom she blamed for arranging the marriage.

It tells the story of her two marriages—one for love, the other for money—and that of the more famous members of the Devereux family: her mother, Lettice, her sister, Penelope, and her brother, Robert, 2nd Earl of Essex.