Margaret Capel Cure was born into an interesting aristocratic family with an artistic lineage: her great-uncles were Robert Henry Cheney (1801–1866), watercolourist and pupil of Peter de Wint, and Edward Cheney (1803–1884), collector and patron of the arts, who amassed an important collection of Venetian paintings and drawings at Badger Hall in Shropshire; and her uncle was the pioneer of photography Alfred Capel Cure (1826−1896).
Margaret's parents were Reverend Laurence George Capel Cure and Augusta Elizabeth Smith (daughter of Sir Charles Joshua Smith 2nd Bt). The family home was the rectory at Abbess Roding in Essex.