The daughter of Thomas William Coke, 1st Earl of Leicester of Holkham; in 1794 she married Thomas Anson, first viscount Anson.

CORRESPONDENCE OF Lady Anne Margaret Anson [née Coke]:

Viscountess Anson to Thomas Creevey, 5 November 1822 in The Creevey Papers: A Selection from the Correspondence & Diaries of the late Thomas Creevey, M.P. (London: John Murray, 1903)