Anne Kingsmill was born in April 1661 (an exact date is not known) in Sydmonton, Hampshire.

Throughout her life, Anne was involved in several court cases that dragged on for years. These involved both a share of her parent’s estate for her education and later, her and her husband’s share of an inheritance.

In 1682, Anne became a maid of honour to Mary of Modena (wife of James, Duke of York, and later King James II) at St James’ Palace.

Anne's interest in poetry began at the palace, and she started writing her own verse. The Court, however, was no place for a woman to display any poetic efforts. Women were not considered suitable for such literary pursuits.

At Court, Anne met Colonel Heneage Finch, a courtier as well as a soldier. The couple married on 15th May 1684.

The couple's marriage was enduring and happy, in part due to the equality in their partnership. Her poetic skills blossomed as she expressed her love for her husband and the positive effects of his encouragement on her artistic development.

Being staunch Catholics in a changing and volatile Protestant world would bring them many problems to endure. Her husband continued to support her poetry, and in 1701, she published "The Spleen" anonymously. This well-received reflection on depression would prove to be her most popular poem. However, it also revealed the continuing and mounting problem of her own frequent depressions.

When Miscellany Poems, on Several Occasions was published in 1713, the cover of the first edition stated that the works were 'Written by a Lady'. On subsequent printings, she received credit as Anne, Countess of Winchelsea.

Anne Kingsmill-Finch, Countess of Winchilsea, died in Westminster on 5th August 1720.