Lady Mary Fane was the daughter of Mildmay Fane, 2nd Earl of Westmorland

Mildmay Fane, 2nd Earl of Westmorland

Mildmay Fane, 2nd Earl of Westmorland was an English nobleman, politician, and writer.-Life:One of seven sons of Francis Fane by his wife Mary, granddaughter of Sir Walter Mildmay, Mildmay Fane was born in Kent and educated at Emmanuel College, Cambridge . He became MP for Peterborough in 1620...

  who succeeded to the title in 1628 and died in 1666, and his second wife, Mary, daughter of Horace Vere, 1st Baron Vere of Tilbury, and widow of Sir Roger Townshend.

Lady Mary married firstly Francis Palmes

Francis Palmes

Lieutenant-General Francis Palmes MP was a noted favorite general of the Duke of Marlborough.- Early life :Palmes was the second son of Francis Palmes of Carcraig and Elizabeth Taylor, daughter of Thomas Taylor of Ballyport, County Limerick...

 of Ashwell, Rutland

Ashwell, Rutland

Ashwell is a village and civil parish in the county of Rutland in the East Midlands of England. It is located about three miles north of Oakham....

, and was widowed with no children. She married secondly John Cecil, 4th Earl of Exeter

John Cecil, 4th Earl of Exeter

John Cecil, 4th Earl of Exeter was an English peer and member of the House of Lords, styled Lord Burghley from 1640 to 1643.He inherited the earldom from his father David Cecil, 3rd Earl of Exeter in 1643....

 (1628–1678), a widower, on 24 January 1670. She is buried in St. Martin’s Church, Stamford.