Catherine was the fourth daughter of Sir Anthony Cooke and Alice[disputed – discuss], daughter of Sir William Waldegrave.
Her older sister Anne was the wife of Sir Nicholas Bacon, and another sister Mildred was the wife of Lord Burghley.
[1][2] Lady Catherine married Sir Henry on 4 November 1565, and had four surviving daughters.
Sir John Harington, in the notes to his translation of Orlando Furioso, has preserved some Latin lines in which she asked her sister Mildred, wife of Cecil, Lord Burghley, to use her influence to get her husband excused from going on an embassy to France.
It was burnt down during the great fire of London, but Stow, in his Survey, preserved the four Latin inscriptions on her monument, including one by herself and one by Andrew Melville.