She became active in The Coterie, an influential group of young English aristocrats and intellectuals of the 1910s whose influence and numbers were tragically cut short by the First World War. Lady Diana was the most famous of the group, but it included Raymond Asquith (son of the Prime Minister), Patrick Shaw-Stewart, Edward Horner, Sir Denis Anson and Duff Cooper. Following the deaths of Asquith, Horner, Shaw-Stewart in the war and the death of Anson by drowning in 1914, Lady Diana was allowed to marry Duff Cooper in 1920. He had a reputation for fast living that her prominent society parents frowned upon: they had hoped for a marriage to the Prince of Wales.
After a short-lived editorship of the magazine Femina, she wrote a column in the Beaverbrook newspapers before turning to the stage, playing The Madonna in the revival of The Miracle. The play achieved outstanding international success, and she toured for two years with the cast, and subsequently starred in several silent films, including the first British color films.
In the 1920s Duff Cooper gained election to Parliament and in 1929 they had their only child, John Julius. In the 1930s she continued as a society celebrity, and became celebrated in France as the centerpoint of immediate postwar French literary culture when her husband served as Ambassador to the France. Following his retirement in 1947 they continued to live in France at Chantilly, until Duff Cooper's death in 1954.
Lady Diana sharply reduced her activities in the late 1950s, but produced an acclaimed three-volume autobiography including the classic first volume The Rainbow Comes and Goes, covering the golden Edwardian period. Philip Ziegler wrote a biography of her, and Evelyn Waugh and others presented fictionalized accounts in several books. She died in 1981.