The elder daughter of the 1st Marquess of Cambridge and Lady Margaret Grosvenor, she was the niece of Queen Mary.

In 1917, at the height of the First World War, when King George V's German relations living in the United Kingdom dropped their foreign titles, her father was created Marquess of Cambridge, Earl of Eltham and Viscount Northallerton, thus, Princess Mary became Lady Mary Cambridge.

[4] On 14 June 1923, she married Henry Somerset, Marquess of Worcester, later the 10th Duke of Beaufort, at St Margaret's Church, Westminster.

[11] She was appointed a Commander of the Most Venerable Order of the Hospital of St. John of Jerusalem (CStJ).

She continued to live at Badminton House, where she would occasionally sit in the staterooms to answer questions from tourists.