Born in Woolwich, she was the only daughter of Major-General Douglas McConnel, an instructor at the Royal Military Academy, and his wife, Ruth Mary. Her only brother died soon after birth, and she had no other siblings. She resolved not to marry a military man after living apart from her father, though she did live happily with her parents in India for two years. On her return to Britain she was educated at Benenden School, where she enjoyed painting and music and proved proficient at maths. Her decision to learn typing instead of cooking would serve her well in the war, which broke out shortly before she left school. She was only seventeen, not yet finished school, when the Second World War broke out. She lived in Jerusalem when her father was stationed there. She worked as a secretary for the military in the King David Hotel and served often as her father's Aide-de-camp. Her work included passing top secret documents, such as plans for a British invasion of Iraq in 1941 to nullify Arab nationalists who believed that the Nazi’s could help their cause.
Lord John Wellesley, married Corinne Vaes, with two children;
Lord James Wellesley, married Laura Wedge, with one daughter, divorced; married Emma Nethercott.
During the course of her regular work Diana discovered a plot by the Stern Gang to bomb St George's Cathedral on her wedding day. The bomb was retrieved but the couple still received a police escort, which Lord Douro believed to be the standard procedure at the wedding of a general's daughter, his bride not having revealed the plot to him at the time. The wedding had been precipitated by his posting to Italy and later that year she learnt that he was returning home and arranged to join the same convoy of boats heading to Britain. As luck would have it, they were on neighbouring boats and at six o’clock each day he would position himself on the bow of his ship and she on the stern of hers, and they would communicate messages of endearment in the darkness with a torch using Morse code, much to the amusement of those on board who could decipher the messages.
After the war
Lord Douro continued his military service, attaining the rank of brigadier, and Lady Douro lived with him in Cyprus in the 1950s and Madrid from 1964 to 1967. He retired from the army in 1967 and they moved to Stratfield Saye. In 1972 Lord Douro's father died and he and his wife became Duke and Duchess of Wellington. At home the Duchess tended personally to the gardens and was amused to be mistaken frequently for a gardener when their home was open to the public. The Duchess died at the family home, Apsley House, in London on 1 November 2010, aged 88. She lived to see the births of several of her great-grandchildren, including twins Lady Mae and Arthur, Viscount Wellesley, third in the direct line of succession to the dukedom.