Frances Jennings was the elder sister of the celebrated Duchess of Marlborough, and was as conspicuous for her beauty and fashion as the latter for her spirit. About 1664 she became, when in the height of her attractions, maid of honour to Anne Hyde, Duchess of York. In the midst of a court famed for anything rather than propriety, although she did not escape the character of a coquette, slander did not make free with her name. Her beauty was acknowledged as transceiidant even at a court of beauties such as few reigns could boast; and her discretion appeared to surprise all her admirers, and cause much disappointment and annoyance in the highest quarters. The Duke of York, in particular, whose profligacy was little inferior to that of his brother, considered himself as an illused man because the fair Jennings was not duly impressed with the value of his attachment.

She is described, in the graceful and witty memoirs of that court, by Count Anthony Hamilton, afterwards her brother-in-law, as having a complexion the fairest and most dazzling that was ever beheld: hair of a beautiful flaxen, an animated and intelligent countenance, and an expressive mouth. The charm of her air and manner was indescribable; the contour of her face and person perfect: her step was like that of an Aurora, and the Graces gave a finish to every charm.