Halkett had a relationship with the Royalist Colonel Joseph Bampfield. She collaborated with him in several daring manoeuvres on behalf of the Royalist cause during the English Civil War. They rescued James, Duke of York, (who later became James II) from Parliamentary captivity. Halkett disguised him as a woman to effect his escape to the European continent, commenting in her autobiography that he "was very pretty in it." She then gave him something to eat and sent him to safety on the continent with a special cake which she knew he liked. Halkett seems to have lived with Bampfield under the promise of marriage. However, Bampfield had been pretending to be a widower and Halkett later learned that his wife was alive.