Catherine Phillimore was born Shiplake House near Henley-on-Thames, Oxfordshire.
She was the eldest daughter of Robert Phillimore, known as Sir Walter Phillimore, 2nd Baronet, from 1885 to 1918, a British lawyer and judge. A close friend of William Gladstone, he was the person who initially gave to his wife Catherine Glynn at Rome in 1839 the the Comino ‘pocket Dante' edition, which the Prime minister minutely annotated throughout his life.