She was born at 12 John Street, Berkeley Square, Mayfair, in London, the eldest daughter, and heiress of Colonel Frederick Hambleton Custance, who was a wealthy and distinguished soldier in the British army.

Custance joined the London literary circle around such figures as Oscar Wilde, Aubrey Beardsley, Ernest Dowson and John Gray in about 1890 when she was only 16.

During her brief affair with Barney, Custance also instigated a courtship with Lord Alfred Douglas by writing to him admiringly in June 1901, six months after the death of Oscar Wilde.

In 1931 Douglas had already written that their marriage held firm despite "the welter of mud and stones" hurled at it by their enemies.

Many of these were published in journals edited by Douglas, including The Academy and the right-wing, anti-Semitic periodical Plain English.

Their son Raymond survived to the age of 61; after several lengthy episodes of mental instability throughout his lifetime, he died unmarried on 10 October 1964.