On 08 January 1604, Margaret wrote to Mary Talbot, Countess of Shrewsbury, daughter of 'Bess of Hardwick', from North Hall, describing her sister's ongoing illness. Her health having continued to decline, "Anne, Countess of Warwick, widow, late wife of Ambrose late Earle of Warwick deceased" died at Northaw on 09 February 1604, aged 55 years old. At her request, Anne was subsequently buried amongst her ancestors, including her parents, "without pomp", at Cheynes.

On 26 December 1605, an intimate ceremony took place at Wanstead Hall, Essex, the home of Charles Blount, 1st Earl of Devonshire: the exchanging of marriage vows between the Earl and his long-time lover and recently legally-separated, Penelope Devereux, Lady Rich.

George Clifford, 3rd Earl of Cumberland, courtier, naval commander and expeditioner, died in October 1605 in Westminster, following a month of ill-health.