She appears to have been orphaned at a young age, and was raised in London by her maternal grandfather Col. Guydickens.
To support her young son she became an actress, debuting in Jane Shore at Theatre Royal, Drury Lane in November 1773.
She then began a six-year relationship with Samuel Reddish, having five children with him, including two sets of twins.
Her acting career continued to attract ire, with a 12-year-old Canning being told she was unfit for respectable society.
The whig, Lord Grey, declared that being the son of an actress disqualified Canning from serving as the British Prime Minister.
A few months before Canning became Prime Minister, Costello died at Henrietta Street, Bath on 10 March 1827.