Her mother died giving birth to her. Her mother was the Duchess of Montpensier in her own right and the title was inherited by Anne Marie Louise. She was one of the greatest heiresses in history. She died unmarried and childless, leaving her vast fortune to her cousin, Philippe of France. After a string of proposals from various members of European royalty, including Charles II of England, Afonso VI of Portugal and Charles Emmanuel II of Savoy, she eventually fell in love with Antoine Nompar de Caumont, Duke of Lauzun and scandalised the court when she asked Louis XIV for permission to marry him, as such a union was viewed as a "mésalliance". She is best remembered for her role in the "Fronde", bringing the famous opera composer Jean Baptiste Lully to the king's court, and her "Mémoires". She carried out various improvements to the Château of Eu, Château of Saint-Fargeau and Château of Choisy, her personal properties.