Her father was a physician and worked for George Herbert, 13th Earl of Pembroke, and other aristocrats and was frequently away from home on his excursions. During these voyages he collected information for his studies. Dr. Kingsley accompanied Lord Dunraven on a trip to North America in 1870–1875. During this trip, Dr. Kingsley was invited to accompany George Armstrong Custer's U.S. Army expedition against the Sioux Indians. The reported massacre of Custer's force terrified the Kingsley family, but they were relieved to learn that bad weather had kept Dr. Kingsley from joining Custer. It is possible that her father's views on injustices faced by the Native Americans helped shape Mary's later opinions on British cultural imperialism in West Africa.