Magdalen Montagu - Queen Victoria's "dearest Lily" - was born the third daughter of General Sir Henry Montagu, 6th Baron Rokeby of Armagh, at Marylebone, London, in or around 1832. On 16 September 1856 at St. Mary’s, Bryanston Square, she married Gerald Valerian Wellesley (1809-1882), Dean of Windsor and Chaplain to the Queen. Her husband’s uncle was the 1st Duke of Wellington, and his brother was the 1st Earl of Cowley. She was awarded the Royal Order of Victoria and Albert (4th Class). She appears on the 1861 census visiting her parents at Hazlewood Mansion in Abbots Langley, Hertfordshire.

The Hon. Mrs. Wellesley died on 30 September 1919. According to the announcement of her death in the Times, she died at Farnham Royal, Slough, aged 88, and the funeral was at St. Andrew's, Clewer.