Ellen Rhodes was born in Hertfordshire, in 1877, the only daughter of Henry Rhodes and Ruth Wilcox Rhodes. She was brought up in the country estate of her grandmother, Lady Henrietta Rhodes, educated at Knebworth and later at Couvent des Anglaises in Paris. She re-joined her mother in London in 1885; her father preoccupied with business affairs in South Africa at that time maintained a separate existence from the family.

In 1896, eighteen months following her Court debut in London, she married the youngest son of Earl Wingham, Edward, from which was borne no issue. The young couple was married less than a year when young Edward was fatally wounded in a hunting accident at Delmonte. A stray bullet was the cause of his untimely demise.