Lucy Charlotte Lockwood was the eldest daughter of Sir Frank Lockwood (1846–1897), a barrister and MP, and his wife Lady Julia Rosetta Lockwood, née Schwabe (1847–1912). Her parents were married in 1874 in Llandegfan, Anglesey, Wales. She was born in London, where the Lockwood family lived a life of great privilege at 18 Kensington Square Gardens. The 1891 census shows that the household at 26 Lennox Gardens, Chelsea, included Lucy, her parents and her sister Madge (Katherine Madge St John, née Lockwood, 1884–1954), as well as a governess and seven servants. In 1911, she was living with her mother, sister and four servants at 52 Westbourne Villas, Hove, Sussex. A 1921 Scottish census entry (19th June) shows her living at ‘Lagnalean’ in Inverness with a cook and a housemaid.