William Cavendish-Bentinck
Lady Anne Cavendish-Bentinck was born in Kensington, the daughter of Conservative politician William Cavendish-Bentinck, 7th Duke of Portland (1893–1977). Her mother was Ivy Gordon-Lennox, daughter of Lord Algernon Charles Gordon-Lennox, son of Charles Gordon-Lennox, 6th Duke of Richmond. Lord Algernon was close friends with Queen Alexandra, who was Lady Anne's godmother.