 Cross was the daughter of Francis Cross (died 1950) and his wife Eleanor (née Phillimore) (died 1949).Her father was a barrister and her maternal grandfather was the judge Walter Phillimore, 1st Baron Phillimore.Her brother, Michael, served in the Royal Naval Volunteer Reserve and married a great-granddaughter of Augustus Edward Hobart-Hampden, 6th Earl of Buckinghamshire.