She was one of three children of Thomas Thynne, 1st Viscount Weymouth, and his wife Frances, née Finch.

[2] They lived at Appuldurcome House, Isle of Wight, which Sir Robert began rebuilding in 1702.

Lady Worsley's maternal aunt was Anne Finch, who wrote poems about her and her siblings.

Alexander Pope's poem 'Epistle to Mr Jervas' contains the line 'Other beauties envy Worsley's eyes,' referring to Lady Frances Worsley.

However, this compliment was originally intended for Lady Mary Wortley Montagu, and was changed to Worsley after Lady Mary and the poet had quarrelled.