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.

Francis Russell, 2nd Earl of Bedford, had been a popular and active courtier during the reign of Elizabeth I, following in the footsteps of his father, John Russell, 1st Earl of Bedford, a high-ranking councillor during the reigns of the three previous monarchs: Henry VIII, Edward VI and Mary I.

On 13 March 1555, John Russell, 1st Earl of Bedford, Lord Privy Seal, died at his Westminster home, 'Russell House'.

On This Day (27 Aug) in 1562, Margaret St John, Lady Russell, Countess of Bedford, died from smallpox at Woburn Abbey.