Diana Churchill her parents (who both outlived her) and siblings at St Martin's Church, Bladon, near Woodstock, Oxfordshire. Diana Churchill Diana Spencer-Churchill (11 July 1909 – 20 October 1963) was the eldest daughter of British statesman Sir Winston Churchill and Clementine Churchill, Baroness Spencer-Churchill (née Hozier). She attended the Royal Academy of Dramatic Art, where she spent five terms, without any real intention to become an actress. On 12 December 1932, she married John Milner Bailey (15 June 1900 East Grinstead – 13 February 1946 Cape Town, South Africa) (became the Bailey baronet Sir John Milner Bailey, 2nd Bt), but the marriage
Winston Churchill of Churchill's stroke of that year. Churchill himself seems, in a long life, to have written about Black Dog on one occasion only: the reference, a backward-looking one, occurs in a private handwritten letter to Clementine Churchill dated July 1911 which reports the successful treatment of a relative's depression by a doctor in Germany. His ministerial circumstances at that date, the very limited treatments available for serious depression pre-1911, the fact of the relative's being "complete cured", and, not least, the evident deep interest Churchill took in the fact of the complete cure, can be shown to point to Churchill's