撫州市
It is not known when Lady Peng was born. Her father Peng Gan (彭玕) had served as the prefect of Ji Prefecture (吉州, in modern Ji'an, Jiangxi), late in the Tang Dynasty and early in the Five Dynasties and Ten Kingdoms Period, under the warlord Wei Quanfeng, who then controlled four prefectures, including Ji, centered on Fu Prefecture (撫州, in modern Fuzhou, Jiangxi). In 909, when Wei was defeated and captured by the Wu general Zhou Ben, Zhou then followed up by attacking Ji. Peng Gan abandoned Ji and fled to Chu. Chu's prince Ma Yin, appreciating Peng for his faithfulness to Wei, made him the prefect of Chen Prefecture (郴州, in modern Chenzhou, Hunan). Either that year or later, he had his son Ma Xifan marry Lady Peng. (As Ma Xifan would have been just 10 years old in 909, the marriage likely came later.) (It is not known whether Ma Xifan's only known son — whose name was lost to history — was born of her or not.)