When Sarah became pregnant, her marriage was announced publicly (on 1 October 1678), and she retired from the court to give birth to her first child, Harriet, who died in infancy.
Quando il Duca di York decise di andarsene in esilio in Scozia a causa del clamore provocato dal Complotto papista, John e Sarah lo accompagnarono, per questo Carlo II premiò la fedeltà di John nominandolo Barone Churchill di Eyemouth in Scozia, Sarah perciò divenne Lady Churchill.