She came from an upper class background, being the daughter of Captain Sir St. Vincent Hawkins-Whitshed, Bt. (1837-1871) by his wife Anne Alicia (née Handcock) (1837-1908), and further back was descended from the aristocratic Bentinck family, and was therefore related to the Dukes of Portland.
She was born in London, but grew up in Greystones, County Wicklow in the south-east of Ireland, where her father owned quite a bit of land. However, her father then died, leaving no other children, while she was still a minor, and the Lord Chancellor took her on as his ward.
Elizabeth moved to Switzerland, where she climbed mountains in her skirt. In 1907, she became the first president of the Ladies Alpine Club. She wrote seven books on mountain climbing and over her lifetime climbed twenty peaks that no one had climbed before.
She married three times: firstly, in 1879, to Frederick Gustavus Burnaby (1842-1885); secondly, in 1886, to John Frederick Main (died 1892), whom she divorced in 1879; and thirdly, in 1900, to Aubrey Le Blond. From her first marriage, she had a son Harry Burnaby, in 1880. Despite her second and third marriages, the lands at Greystones that she had inherited from her father (before marriage) were to be known as the Burnaby Estate. This part of Greystones (The Burnaby) was developed after 1900. It includes Burnaby Road, Somerby Road, as well as Whitshed, St. Vincent's, and Portland Roads, and Hawkins Lane. She published accounts of her climbing under the names Mrs. Fred Burnaby, Mrs. Main, and Mrs. Aubrey Le Blond.
She published her autobiography Day In, Day Out in 1928.