 Her father was the 1st Duke of Gloucester and Edinburgh, third son of the Prince of Wales.Her mother was the 1st Duchess of Gloucester and Edinburgh (previously the Countess Waldrave), née Walpole.She was christened, privately, twenty-nine days later as Caroline Augusta Maria— her godparents were Frederick I of Württemberg (her uncle by marriage), the Duchess Augusta of Brunswick-Wolfenbüttel (her paternal aunt and wife of the aforementioned) and the Duchess of Gloucester and Edinburgh (her mother).