Born in Athens while her father was serving with the Mediterranean Fleet, FitzGeorge was a goddaughter of Queen Olga of Greece and her great aunt Mary Adelaide, Duchess of Teck.

FitzGeorge was known for her lavish lifestyle, and she continued her extravagant behaviour throughout the course of this marriage, which increased her husband's debts and caused marital strife when Hamilton attempted to limit her expenditures.

In 1908 FitzGeorge made headlines for her alleged affair with Arthur Clark Kennedy and was named in his divorce proceedings with his second wife.

[3][6][7] Through her father, FitzGeorge was a granddaughter of Prince George, Duke of Cambridge (1819–1904), Commander-in-Chief of the Forces from 1856 to 1895, and his wife Sarah Fairbrother (1816–1890).

In June 1882 she and her father performed in three plays at the Corn Exchange in Newark-on-Trent to raise funds for the construction of a local hospital there.

[17] The Duke wrote to FitzGeorge's father on 15 July 1884, insisting that she should be "quietly dressed" at the bazaar and that "appearing on the stage is not desirable for this nice little girl".

[17] In 1886 Olga served as a bridesmaid at the wedding of her maternal aunt Hélène Cecil Holden to John Louis Mitchell.

[3][20][21] FitzGeorge's veil of Honiton lace was a family heirloom previously worn by her mother, and was ornamented with orange blossoms specially sent from Cannes.

"[3][20] The wedding reception was held at the home of FitzGeorge's parents at 12 Eaton Square, Belgravia, and the couple honeymooned in Paris afterward.

[4] She continued her extravagant behavior throughout the course of the marriage, which increased her husband's debts and caused marital strife when Hamilton attempted to limit her expenditures.

[29] In response to his desertion, FitzGeorge filed for and was granted a decree of restitution of conjugal rights by Sir Francis Jeune in a divorce court on 28 July 1902.

[4][22] FitzGeorge and Lane had a residence at 1 South Eaton Place in Belgravia and an estate named Glebe Manor in Warblington near Havant in Hampshire.

[37] FitzGeorge's own mother wrote a letter of sympathy to Kennedy's wife in which she stated, "I find we have no power to stop Olga's money.

[28][37] In 1916, during World War I, FitzGeorge's son George entered the Royal Military Academy Sandhurst, and in late 1917 he obtained a commission as a Second lieutenant in the British Army's Grenadier Guards, in which his great-grandfather the Duke of Cambridge had served.

She bequeathed certain items of jewellery (a gold bracelet that had belonged to Augusta, Duchess of Cambridge, and other diamond ornaments) in life interest to FitzGeorge with the remainder to Jane.

[1][40] FitzGeorge's father (at the age of 76) married Margaret Beatrice Daisy Watson in October 1920 in Pimlico;[7][11][41] he died on 17 December 1922 in London.

[9][34][43] After a tour of Bayeux and a two-day stay at the Vieux Logis on Rue Saint Romain in Rouen, FitzGeorge died suddenly of an embolism as she was boarding her car to depart for Le Havre.

[34] In her will, FitzGeorge left a gold cup presented to her son George by the Duke of Cambridge to the officers' mess of the 1st Battalion, Grenadier Guards, £100 to the Princess Louise Home for Girls in Kingston Hill, annuities of £15 each to her nurses Emily Hawkins and Nanny Gertrude Mills, and £40 to Robert Walker.