She was born in Farnborough, Hampshire, England, the daughter of Edward Digby, 11th Baron Digby, and his wife, Constance Pamela Alice, the daughter of Henry Campbell Bruce, 2nd Baron Aberdare. Pamela was educated by governesses in the ancestral home at Minterne Magna in Dorset, along with her three younger siblings. Her great-great aunt was the nineteenth-century adventurer and courtesan Jane Digby (1807-1881), notorious for her exotic travels and scandalous personal life. Pamela was to follow in her ancestor's footsteps, being frequently cited as "the 20th-century's greatest courtesan."

In 1939, while working at the Foreign Office in London doing French-to-English translations, Pamela met Randolph Churchill, the son of Winston Churchill. Randolph proposed to her on the very evening they met, and they were married on 4 October 1939. Two days after Randolph Churchill took his seat in the House of Commons, their son Winston was born. Shortly after giving birth, Pamela and the newborn were photographed by Cecil Beaton for Life magazine, its first cover of a mother with baby.  In February 1941, Randolph was sent to Cairo for military service, where he accrued large gambling debts. His letter to Pamela asking her to make good on his liabilities, along with her affair with W. Averell Harriman, combined to shatter their marriage, but the fault probably lay on both sides. Harriman was known at Chequers by the French phrase habitue de la maison for his frequent stays there in 1941. Harriman was one of the aristocratic set from the US Embassy, charming, suave and sophisticated. They had developed a friendship during the London Blitz, so that by 17 April 1941 they were already close and intimate friends. Jack Colville, Churchill's private secretary was well aware of the affair, but their clandestine relationship had to wait thirty years before consummation in marriage. She completed the circle by becoming a US citizen. Her father-in-law however, was too busy visiting bombed-out Blitz sites to be overly-concerned in 1941.  During 1944 she worked in the Cabinet's war rooms on a secretive SOE mission for Operation Bodyguard working with Robert E. Sherwood. "The days at the office were very sorry," wrote Bobby Bevan, a spy who was directly involved with Bodyguard's activities; long days stretched into lonely nights, when they frequently indulged the senses on champagne and Russian caviar. Bodyguard went ahead without allied knowledge or approval, which upset the Soviets. At a critical point prior to the Top Secret D-Day Normandy landings, allied intelligence feared Germany's strength in the Mediterranean; a diversionary attack on the Balkans was designed to distract the Nazis in France. This further encouraged Churchill to switch sides to Tito's Partisans. After the war, Randolph had an affair with Bevan's wife. Eventually, Pamela filed for divorce in December 1945 on the grounds that Randolph had deserted her for three years. Later, after having converted to Catholicism, she obtained an annulment from the Catholic Church.

When did Pamela marry Randolph?
4 October 1939.