He succeeded his father as 3rd Earl of Leicester in 1909.
The couple had five children, including Thomas Coke, 4th Earl of Leicester.She was a prominent figure in Norfolk, becoming a Justice of the Peace in 1922.
She was president of the Norfolk Branch of the British Red Cross Society during the War, and was in consequence appointed Dame Commander of the Order of the British Empire (DBE) in the 1920 civilian war honours.She died at Holkham Hall on 24 April 1936.