Frances, Lady Shelley was born Frances Winckley, the only daughter and heiress of a landed family in Lancashire. She was brought up in a country house a few miles from Liverpool. After the death of her father, she and her mother moved to London and then to Bath. At age 15, following the death of her mother, she went to live with her step-brother, Sir Thomas Hesketh, who introduced her to society. At the home of some friends she met Sir John Shelley, 15 years her senior, a relative of the poet Shelley. They married in 1807, and had half a dozen children. In 1813, Lady Shelley began keeping a diary filled with observations of the prominent people she knew and the places she visited. The following year, she met the Duke of Wellington and they embarked on an intimate but platonic relationship. She recorded many of their conversations in her diary. She and her husband accompanied the Duke to Belgium in 1815 and she dined with him every evening prior to the Battle of Waterloo. He confided his thoughts on the event to her. They were close friends for 40 years and kept up a lively correspondence whenever separated. The diary was edited by Richard Edgcumbe, Lady Shelley's grandson, and originally published in 1912.