Lady Mary was considered to be the illegitimate child of the famous playwright William Congreve, with whom Henrietta, Duchess of Marlborough, was having a long-term relationship.

Despite this, gossip spread rapidly about Lady Mary's paternity, and her maternal grandmother did not recognise her until 1740, when the two reconciled their differences.

It was at this time that Sarah, Dowager Duchess of Marlborough, arranged Lady Mary's marriage to Thomas Osborne, 4th Duke of Leeds; they were married on 26 June 1740.

[2] They had one surviving child, Francis Godolphin Osborne (styled Marquess of Carmarthen, later 5th Duke of Leeds and Secretary of State for Foreign Affairs), who was born on 29 January 1751.

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