Sybil Cholmondeley, Marchioness of Cholmondeley was born Sybil Sassoon in London to a Jewish family. She was the daughter of Sir Edward Sassoon (1856–1912), 2nd Bt., and Baroness Aline Caroline de Rothschild (1865–1909). Her brother was Sir Philip Sassoon. On 6 August 1913, she married George Cholmondeley, Earl of Rocksavage (19 May 1883 – 16 September 1968). He later succeeded as the 5th Marquess of Cholmondeley. They had two sons and one daughter.
Lady Cholmondeley was largely responsible for restoring her husband's family estate, Houghton Hall, to its former glory. She was a generous patron of the arts and had an extensive art collection by the time of her death.