Her mother Ellen (or a variant) (referred to in her lifetime as "Old Madam", "Madam Gwyn", and "Old Ma Gwyn") was born, according to a monumental inscription, in the parish of St Martin in the Fields, which stretched from Soho and Covent Garden to beyond Mayfair, and is thought to have lived most of her life there in the West End. She is also believed, by most Gwyn biographers, to have been "low-born". Her descendant and biographer Charles Beauclerk calls this conjecture, based solely on what is known of her later life. Madam Gwyn is sometimes said to have had the maiden surname Smith. This appears to be derived from a fragmentary pedigree by Anthony Wood that shows signs of confusion between different Gwyn families and it has not been firmly established. Nell's mother is said to have drowned when she fell into the water at her house near Chelsea. She was buried on 30 July 1679, in her 56th year, at St Martin in the Fields.