Born Mary Theresa Olivia Cornwallis-West at Ruthin Castle in Denbighshire, Wales, she was the daughter of Col. William Cornwallis-West (1835–1917) and his wife, Mary "Patsy" FitzPatrick (1856–1920). Her father was a patrilineal great-grandson of John West, 2nd Earl De La Warr. Her mother was a daughter of Reverend Frederick FitzPatrick, himself a descendant of Barnaby Fitzpatrick, 1st Baron Upper Ossory (and thus the Kings of Osraige) and Lady Olivia Taylour, herself daughter of the 2nd Marquess of Headfort. Since the Cornwallis-West family was impoverished, the Hochbergs were forced to pay and organise the wedding. The wedding ceremony took place at St. Margaret's in Westminster on 8 December 1891. Notable witnesses were Edward, Prince of Wales (later King Edward VII) and his wife Princess Alexandra.