Her paternal grandfather, Louis Auguste Say, was the founder of the Say sugar company (now a subsidiary of Tereos).

Her father, Constant André Say, ran the family business, which sold sugar made from beetroot.

Her sister, Jeanne (1848–1916), married Roland, Marquis de Cossé-Brissac (1843–1871), and her brother, Henry (1855–1899), succeeded his father at the Say refinery.

Say purchased the château de Chaumont with her inheritance in 1875, at the age of seventeen.

[1] The couple organized performances by the Paris Opera and the Comédie-Française for their guests.