Catherine Willoughby was the only surviving child of Baron Willoughby and his wife, Maria de Salinas, close friend of Henry VIII's first wife, Catherine of Aragon. Although her mother was a devout Catholic, and asked religiously conservative Stephen Gardiner, eventually Bishop of Winchester, to be her godfather, Catherine grew up to be a strong supporter of the Protestant faith and risked her life to stay true to her beliefs.
Catherine's father died on 19 October 1526, and she became Baroness Willoughby and heiress of all her father's lands not entailed to the next male heir, which happened to be his brother, Sir Christopher Willoughby. There was a long struggle between Catherine's mother, Maria de Salinas, and her uncle over her inheritance. After her father's death she became the ward of Charles Brandon, Duke of Suffolk, brother-in-law and closest friend to Henry VIII. Charles's wife was Henry's younger sister, Mary. In 1528 Catherine joined their household and was educated with the Suffolks' own daughters, Frances and Eleanor. A marriage was planned for Catherine and their son Charles; however, three months after his wife's death in 1533 the Duke of Suffolk married her himself. Although Catherine was in her early teens and Suffolk was at least forty-seven, such an age difference was not that unusual in sixteenth-century aristocratic marriages. Suffolk must have hoped his new young wife would be fertile. His son Charles was to die only six months later. The marriage appears to have been happy, and Suffolk was proud of his young wife's beauty and wit. Catherine's first child, Henry, was born in September 1535, and her second, Charles, in 1537.
The England of the new Duchess of Suffolk was rapidly changing. The same year as her marriage, Henry VIII announced his break with the Catholic Church and the annulment of the marriage of his first wife, Catherine of Aragon, mother of his daughter Mary. Henry desperately hoped that his second wife, Anne Boleyn, would give him