Bishop Compton officiated at the wedding of Anne and George of Denmark on 28 July 1683 in the Chapel Royal at St James's Palace. Although it was an arranged marriage, they were faithful and devoted partners. They were given a set of buildings, known as the Cockpit, in the Palace of Whitehall as their London residence, and Sarah Churchill was appointed one of Anne's ladies of the bedchamber. Within months of the marriage, Anne was pregnant, but the baby was stillborn in May. Anne recovered at the spa town of Tunbridge Wells, and over the next two years, gave birth to two daughters in quick succession: Mary and Anne Sophia.