She was born in Leicester, the daughter of Edwyn Burnaby of Baggrave Hall and his wife Anne Caroline Salisbury. She was baptised on 5 December 1832 at Hungarton, Leicestershire. She was a sister of Edwyn Sherard Burnaby and a first cousin of Frederick Gustavus Burnaby.
She married the Reverend Charles Cavendish-Bentinck, as his second wife, on 13 December 1859. Together they had three children:
After her first husband's death in 1865, she married Harry Warren Scott, the son of Sir William Scott, 6th Baronet, of Ancrum, on 30 September 1870. He died on 23 August 1889 at Forbes House, Ham, Surrey. She died aged 85, twice widowed, on 6 July 1918 at Dawlish, Devon.