An older sister of John Churchill, 1st Duke of Marlborough, she began her relationship with James, then Duke of York, in about 1665, while he was still married to Anne Hyde. Arabella became the duchess's lady-in-waiting in that year, and in 1667 gave birth to a daughter, Henrietta. Their affair continued until after James's marriage to Mary of Modena, and produced at least three more children. These included James FitzJames, 1st Duke of Berwick and Henry FitzJames, 1st Duke of Albemarle.