Anne Kingsmill was born in April 1661 (an exact date is not known) in Sydmonton, Hampshire. Her parents; Sir William Kingsmill and Anne Haslewood were both from rich and powerful families. Anne was the youngest of three children. When she was only five months her father died but his will stipulated that his daughters receive the same financial support as their brother for education. An unusually enlightened view for the times.

Her mother remarried in 1662, to Sir Thomas Ogle, and later bore Anne's half-sister, Dorothy Ogle, but sadly in 1664 her mother then died. Her will gave control of her estate to her second husband. This was successfully challenged in a Court of Chancery by Anne's uncle, William Haslewood. Subsequently, Anne and her sister Bridget lived with their grandmother, Lady Kingsmill, in Charing Cross, London, while their brother lived with his uncle, William Haslewood.

In 1670, Lady Kingsmill filed her own Court of Chancery suit, requiring a share in the educational and support monies for Anne and Bridget. The court split custody and financial support between Haslewood and Lady Kingsmill. When Lady Kingsmill died in 1672, Anne and Bridget rejoined their brother to be raised by Haslewood.

The sisters received a comprehensive and progressive education, something that was uncommon for females at the time, and Anne learned about Greek and Roman mythology, the Bible, French and Italian languages, history, poetry, and drama.

In 1682, Anne was sent to St James's Palace to become a maid of honour to Mary of Modena (wife of James, Duke of York, later King James II).

Anne's interest in poetry began at the palace, and she started writing her own verse. Her friends included Sarah Churchill and Anne Killigrew, two other maids of honour with poetic interests. However, when Anne witnessed the derision that greeted Killigrew's poetic efforts (a pursuit not considered suitable for women), she decided to keep her own writing attempts to herself and her close friends. This view was to remain with her until much later in life.

While residing at court, Anne met Colonel Heneage Finch. A courtier as well as a soldier, Finch had been appointed Groom of the Bedchamber to James, Duke of York, in 1683. His family had strong Royalist connections, as well as a pronounced loyalty to the Stuart dynasty. Finch fell in love with Anne who at first resisted but Finch proved a persistent and successful suitor.

The couple married on 15th May 1684 and Anne resigned her court position. Her husband retained his own appointment and would also serve in various government positions. The couple were determined to remain involved in court life.

The marriage was enduring and happy, in part due to the equality in their partnership. Her poetic skills blossomed as she expressed her love for her husband and the positive effects of his support on her artistic development. 

Their life was rather sedate but when James II took the throne Heneage became more involved in public affairs. The couple were very loyal to the king in what turned out to be a brief reign. James II was deposed in 1688 during the "Bloodless Revolution" when William of Orange was offered the English crown. When the new monarchs, William and Mary, both Protestants, assumed the throne, oaths of allegiance were required from both the public and the clergy.  The Finches refused to take the oath and remained loyal to the Catholic Stuart court. This invited trouble. Heneage lost his government position, his income and retreated from public life. The Finches were forced to live with friends in London where they faced harassment, fines and the threat of imprisonment.

In April 1690, Heneage was arrested and charged with Jacobitism. Heneage and Anne would remain separated from April until November of that year. This caused the couple a great deal of emotional turmoil. Anne often fell ill to bouts of depression, something that afflicted her for most of her adult life.  Her work was noticeably less playful than her earlier poems.

After Finch was released and his case dismissed, his nephew Charles Finch, the fourth Earl of Winchelsea, invited them to move into the family estate at Eastwell Park, Kent. The Finches took up residence in late 1690 and found peace and security. They would reside there for the next 25 years.

For Anne the estate provided fertile ground for her literary efforts which were encouraged by both Charles and Heneage. Her husband's support was also practical. He collected a portfolio of her 56 poems, writing them out by hand and made small changes. One significant change involved her pen name, which he changed from "Areta" to "Ardelia".

King William died in 1702, and his death was followed by the succession of Queen Anne, the daughter of James II (who had died the previous year). With these developments, the Finches felt ready to embrace a more public lifestyle. Finch ran for parliament three times (in 1701, 1705, and 1710), but was never elected. Still, they now felt ready to leave the country and move to London.

In London, Anne was encouraged to publish her poetry. In 1701 she published "The Spleen" anonymously. This well-received reflection on depression would prove to be her most popular poem.  

Anne also acquired some influential friends, including Jonathan Swift and Alexander Pope, who encouraged her to write and publish much more openly. She was reluctant, as she felt the climate still remained oppressive for women. When she published ‘Miscellany Poems, on Several Occasions’ in 1713, the cover page of the first printing stated that the work was "Written by a Lady." On subsequent printings, she received credit as Anne, Countess of Winchilsea.

Anne became Countess of Winchilsea upon the sudden and unexpected death of the childless Charles Finch on 4th August 1712. However, the titles came with a cost. They had to assume and discharge Charles Finch's financial and legal burdens. This was eventually settled in the Finches' favour, after seven years of further emotional strain, in 1720.

They also faced renewed strains from court politics. When Queen Anne died in 1714, she was succeeded by George I.  Subsequently, a Whig government, hostile to the Jacobite cause, came to power. The Jacobite rebellion of 1715, further aggravated the political situation. They were now concerned for their safety.

These and other worries combined started to take a toll on Anne's health, which began to deteriorate. In 1715 she became seriously ill. Her later poems spoke of this. In particular, ‘A Suplication for the Joys of Heaven’ and ‘A Contemplation’ expressed her concerns about her life, political and spiritual beliefs.

Anne Kingsmill-Finch died on August 5th 1720 in Westminster, London. Her body was returned to Eastwell for burial, according to her previously stated wishes.

In her obituary her husband praised her talents as a writer and her virtues as an individual. A portion of it read, "To draw her Ladyship's just Character, requires a masterly Pen like her own (She being a fine Writer, and an excellent Poet); we shall only presume to say, she was the most faithful Servant to her Royall Mistresse, the best Wife to her Noble Lord, and in every other Relation, publick and private, so illustrious an Example of such extraordinary Endowments, both of Body and Mind, that the Court of England never bred a more accomplished Lady, nor the Church of England a better Christian."