Anne was now a very different person from the confident bluestocking hostess of the late 1780s and early 90s. She became increasingly dependent on her daughter and extended family, and was particularly close to her husband's nephew Matthew Baillie and his wife Sophia, her neighbours in Lower Grosvenor Street. No doubt she could also consult Matthew about the bouts of ill health that plagued her during the winter months. The Baillies visited Scotland in 1809 and three late poems suggest that Anne accompanied them. Her ‘Address to the Nymph of the Mountain Stream’ relates to a road known as the ‘Rest and be Thankful’ built in 1768, that winds through wild mountain scenery between Arrochar and Cairndow in the south-western Highlands. The other two poems have more personal connotations. ‘Clyde, at the Cora Linn’, is a remarkably sinister poem: before the construction of a hydroelectric scheme, the Corra Linn was a spectacularly romantic waterfall in Lanarkshire, only about 20 miles from Long Calderwood, which she must surely have visited on the same trip. The reason for the visit may have been that the mortgage on the Long Calderwood estate, owned by her son John, was soon due to be redeemed and as executor of John Hunter's will Matthew was overseeing the arrangements on his behalf. The third poem, ‘The Shades of Coilsfield’, relates to Coilsfield in Ayrshire about 25 miles further to the south-west. The now demolished castle of Coilsfield was the seat of Mary Montgomerie's father-in-law and, more famously, was Robert Burns's ‘Castle o’ Montgomerie’, where his Highland Mary had been employed as a dairymaid many years before.

Anne's main friend, professional supporter and confidante throughout her old age was Matthew's sister, Joanna Baillie, in Hampstead. It was through Joanna's influence that many of Anne's poems continued to be published in anthologies, and most of what is known about her in her later life comes from Joanna's letters.

Matthew Baillie often took a house for his family for the summer and autumn months at Sunninghill near Windsor Park in order to be near his patient in Windsor Castle, the poor mad George III. Joanna would rent a cottage in the vicinity and sometimes Anne and her daughter Agnes did the same, together or separately, dining each day with Joanna and her sister.