Cornelia Guest

Cornelia Cochrane Churchill Guest was born on November 28, 1963, in New York City, New York. Cornelia Guest is the daughter of the British polo champion Winston Guest (1906–1982) and socialite Lucy "C.Z." Douglas Cochrane (1920-2003). She was the fourth and last child for Winston Guest and the second and last of C.Z. Guest’s children. She was named for her great-grandmother Lady Cornelia Spencer-Churchill (1847–1927), a daughter of John Spencer-Churchill, 7th Duke of Marlborough. Her godparents were her parents' friends, King Edward VIII (1894–1972) and his wife Wallis, Duchess of Windsor (1896–1986).

Guest attended Foxcroft School, but dropped out at 15 and completed her high-school diploma through a correspondence course. Guest became an accomplished equestrian, like her father, and rode competitively. She continued riding until her mother died in 2003.