After a brief period in court she married John Sheffield, 2nd Baron Sheffield, in 1560. They had two children, Edmund and Elizabeth.
Sheffield died in December 1568. Not long afterwards she began an affair with Robert Dudley, Earl of Leicester and gave birth to a son, Robert Dudley, in August 1574. Dudley acknowledged the paternity of his son and was very fond of him, caring much for his well-being and education. (2)
Elizabeth Jenkins believes the couple were secretly married. (3) Simon Adams disagrees: "From this affair there survives perhaps the most personal item of all Leicester's correspondence, a long undated letter that he wrote to Sheffield before 1574 in the course of a series of rows between them over his refusal to marry. He advised her to break off the affair and marry someone else, for he could offer her nothing more than what they had." (4)
Walter Devereux, 1st Earl of Essex, died of dysentery in September 1576 while on military service in Ireland. It was claimed that he had been poisoned on the orders of Robert Dudley, because of his adulterous relationship with Devereux's wife, Lettice Devereux. Dudley is said to have offered Baroness Sheffield "£700 a year to let him no more of her, and when she refused the suggestion with angry dismay, Leicester attained his object and saved his money by explaining to her that their marriage had been invalid and she was not his wife." (5) A post-mortem examination ordered by Sir Henry Sidney, revealed that Devereux had died of natural causes. (6)
On 29th November 1579 Douglas Sheffield married Sir Edward Stafford. "It has been suggested that, in making this match, Stafford sought to gain access to the income of the Sheffield estate during the minority of his wife's son. However, the marriage also buttressed his already close links with the queen: his new sister-in-law, Katherine, was Elizabeth's second cousin and closest female companion." (7)
Douglas Sheffield died in December 1608.
While Elizabeth was appearing to consider a marriage, Leicester made one. Two years before, in 1576, when the Earl of Essex had died in Ireland, of what was described as a flux, Leicester had been through a secret marriage ceremony with Essex's widow. As a preliminary to these proceedings he had offered Douglas Sheffield £700 a year to let him hear no more of her, and when she refused the suggestion with angry dismay, Leicester attained his object and saved his money by explaining to her that their marriage had been invalid and she was not his wife. This left him free to contract a marriage, or at least a connection, with Lettice Devereux, which was at first kept profoundly secret.
But Lettice's father was Sir Francis Knollys, a man of considerable experience of the world and a Puritan. Knollys heard of his daughter's stolen match, and he had also, by this time, heard of Leicester's doings with the miserable Douglas Sheffield. He told Leicester in uncompromising terms that whatever might have gone before, a marriage must be performed, at which he, Knollys, must be present, with witnesses chosen by himself. He carried all before him. The second ceremony was performed at Wanstead on September ao, in the presence of Sir Francis Knollys, the Earl of Warwick, the Earl of Lincoln and Lord North. Secrecy was enjoined on all the parties, but it was impossible to keep dark what was now known to so many. Yet still the Queen did not hear what had happened. Her ordered and ceremonial existence, with its claims and cares, its distractions and its intense preoccupations, stood like a screen between her and the doings at Wanstead.