Jessie Laidlay Weston was the daughter of William Weston, a tea merchant, and his second wife Sarah Burton. She was named after her father's first wife, Jessica Laidlay. She studied in Hildesheim, Germany, and in Paris with French writer Gaston Paris, and at the Crystal Palace School of Art. She and two of her siblings set up house together in Bournemouth, where Jessie began her writing career. One of her first published works was a lengthy narrative poem called "The Rose-Tree of Hildesheim" (1896). Her best-known book was From Ritual to Romance (1920), an analysis of the roots of the Holy Grail legend. Her translations of numerous medieval romances are still used today.