Her father was Sir Francis Knollys, a gentleman pensioner of Henry VIII. Her mother was Lady Catherine Carey, the daughter of Lady Mary Boleyn. Catherine thus was the first cousin, and Lettice the first cousin once removed, of Elizabeth I of England who was the daughter of Mary's younger sister Anne Boleyn. Lettice grew up on her father's country estate at Greys Court in Rotherfield Greys and at his town house in nearby Reading.
Sir Francis was an early Puritan, a fact that forced him and his family to flee to Switzerland, probably Basel, during the reign of Mary I of England ("Bloody Mary", reign 1553 - 1558). Upon the accession of Elizabeth, on November 17 1558, the Knollys family returned to England. Francis was made Treasurer of the Household, Catherine became Chief Lady of the Bedchamber to the new queen, while her daughter Lettice was appointed Lady-in-Waiting.
Around 1560, Lettice married Walter Devereux, Viscount Hereford. Walter was named Earl of Essex in 1572, in honour of his services to the Queen. The couple lived at the Devereux family seat of Chartley Hall in Staffordshire, where Lettice bore her first two children: daughters Penelope (born 1562) and Dorothy Devereux (born 1564). Lettice eventually grew weary of country life and returned to court. It was here that she began her affair with Robert Dudley, Earl of Leicester, a childhood friend and favourite of Queen Elizabeth.
The Queen suspected the pair and sent Lettice back to Staffordshire, where she gave birth to her first son, Robert Devereux, 2nd Earl of Essex, the eventual successor to Walter, his putative father. Modern historians have conjectured that Robert Devereux (born 1566), might have been fathered by Robert Dudley rather than Walter Devereux. Lettice's second son, Walter (born 1570), was certainly fathered by Walter Devereux.
The elder Walter Devereux joined with Elizabeth in the first "Ulster Project," the attempted plantation of dispossessed Englishmen in Ireland. Devereux died in Ireland of dysentery in 1576. Widowhood allowed Lettice to resume her affair with Leicester, and she soon wed him in a clandestine ceremony. The ceremony was rather reminiscent of his alleged, non-binding union with Lady Douglas Sheffield, by whom Leicester fathered his illegitimate son Robert Dudley, later styled Earl of Warwick.
Sir Francis Knollys insisted that his daughter and Leicester should marry again, in a bona fide ceremony that he could witness. When Elizabeth learned of this many months later (1579), the Queen termed Lettice "that She-Wolf" and banished her from court. This banishment came not long after Lettice's return to court, following the birth of the only legitimate child that she bore to Robert Dudley - Robert, Baron Denbigh, the "Noble Impe." This son was born in 1579, but was sickly and died at age four in 1583.
In 1586, Leicester was named Governor-General of the Netherlands and tried to make Lettice Queen consort of that country. When Elizabeth heard of this plan, she forbade Lettice to leave England, and Leicester eventually resigned the position. Though Lettice was banished from court, she resided with her husband in London, where she was often mistaken for her cousin the Queen, as a result of the fineness of her carriage and the size of her retinue. It was said (by the French ambassador Mauvissiere) that if Leicester introduced someone to his wife, this was a mark of particular favour.
Leicester contracted a fever in the course of his command of the troops gathered at West Tilbury in anticipation of a Spanish invasion by the Spanish Armada in 1588. He died shortly thereafter. Although rumours were rife that he had been poisoned by Lettice, a post-mortem examination turned up no such evidence.
Eleven months later, and much to the Queen's disgust, Lettice married Sir Christopher Blount, 25 years her junior, a friend of her son Robert Devereux, and a gentleman of the late Leicester's household - and his Master of the Horse.
Save for one brief meeting engineered by her son, Robert (the Queen's new favourite), who hoped to reconcile his mother and the Queen, Lettice's banishment from court held.
Essex and Blount attempted to redeem the failure of the elder Essex in Ireland, but entered into an ignominious truce with the Irish rebels, causing Elizabeth to bring them home in disgrace. Essex, desperate to gain power, led an ill-conceived and unsuccessful rebellion against the Queen. The result was his, and Blount's, arrest and execution.
Lettice lived on, doing good deeds for the poor in the neighbourhood of her home Drayton Bassett, in the English Midlands, and long outliving Queen Elizabeth, her rival for her husband's and son's affections and loyalties. She lived to be ninety-four, dying on 25 December 1634. She is buried beside Robert Dudley in the Beauchamp Chapel of the Collegiate Church of St Mary in Warwick, near the tomb of their son, the Baron Denbigh.