Thelma Furness, née Morgan, was born in Lucerne, Switzerland, a daughter of Harry Hays Morgan Sr., an American diplomat, and his wife Laura Delphine Kilpatrick. She had an identical twin sister, Gloria, who became the mother of fashion designer Gloria Vanderbilt, as well as other siblings. In 1922, when she was 17, she married James Vail Converse, 10 years her senior. After a divorce, she married as his second wife a British aristocrat, Marmaduke Furness, 1st Viscount Furness, with whom she had a son. She became the lover of Edward, Prince of Wales (the future King Edward VIII), went on vacation with him, and served as the hostess at his weekend home, Fort Belvedere. She introduced him to her close friend Wallis Simpson, who supplanted her the Prince's affections in 1934. She was also a film producer for a short time after founding Thelma Morgan Pictures and had small parts in the films Enemies of Women (1923), So This Is Marriage? (1924), and Any Woman (1925). She and her twin Gloria wrote a memoir called Double Exposure, published in 1959.