According to a wedding announcement in the "Baltimore Sun" (20 November 1895), her parents were married by C. Ernest Smith at Baltimore's Saint Michael and All Angels' Protestant Episcopal Church on 19 November 1895, which suggests she was conceived out of wedlock. Wallis claimed that her parents were married in June 1895. Her father died of tuberculosis on 15 November 1896. For her first few years, she and her mother were dependent upon the charity of her father's wealthy bachelor brother Solomon Davies Warfield, postmaster of Baltimore and later president of the Continental Trust Company and the Seaboard Air Line Railway. Initially, they lived with him at the four-story row house, 34 East Preston Street, that he shared with his mother.