Penelope Devereux, also known as Penelope Rich and Penelope Blount, was the elder daughter of Walter Devereux and his wife, Lettice Knollys. Penelope was from a distinguished family, with her maternal grandmother being Lady Mary Boleyn, sister of Queen Anne Boleyn, and both her mother and father serving Queen Elizabeth I. Penelope’s father was rewarded for his loyal service to Elizabeth, fighting in Ireland, with the earldom of Essex, and he was a notoriously chivalric figure during Elizabeth’s early reign and the ideal model of manhood. After her father’s death, Penelope’s mother went on to marry Robert Dudley, Earl of Leicester, the queen’s favourite, in secret, causing Elizabeth to nickname Lettice “the she-wolf”. Penelope became the ward of Henry Hastings, 3rd Earl of Huntingdon, after her father’s death in 1576 and was educated in his household in Leicestershire.