 She was baptised at the Church of St. Augustine as Marie Henriette Adélaïde.When she was three months old, she was found by a physician called Dr. Séguin, who arranged for her to be adopted by Henry Edward Fox, 4th Baron Holland, and his wife, the former Lady Mary Augusta Coventry.Lord and Lady Holland had no biological children of their own, having gone through two stillbirths and one short-lived child.