Dudley was always a ladies' man. He is thought to have secretly married the widowed
Lady Douglas Sheffield in
1573, though no witnesses to the marriage could ever be produced, so the legality of any contract between them could not be upheld. He later deserted her in favour of
Lettice Knollys, widow of
Walter Devereux, 1st Earl of Essex and maternal cousin of Queen Elizabeth. Lettice was the daughter of
Catherine Carey, daughter of
Lady Mary Boleyn and niece of
Anne Boleyn. Dudley was required to marry Lettice twice, as her father,
Sir Francis Knollys, mindful of Lady Sheffield's misfortune in the matter of her reputed marriage, insisted upon witnessing the ceremony himself.
The marriage offended the Queen mightily, so she temporarily banished him from court, and never again received the new Lady Leicester, thereafter known to her as 'the she‐wolf'. It was hardly to be expected by anyone other than Elizabeth, at least, that Leicester's devotion to the Queen should have caused him to lead an entirely celibate life during the 19 years that had elapsed since the death of his first wife.
In 1573 it was observed that not only the widowed Lady Douglas Sheffield, but also her sister, Frances Howard, who was unmarried, were "very far in love with him" and also that the Queen "thinketh not well of them, and not the better of him" for encouraging their attentions. Nevertheless, before long a son was borne by Lady Sheffield, and was to be named
Robert Dudley, in 1573/4. Other than Elizabeth's threats to incarcerate Leicester, the reason for his deception may have been to protect his wife, the Lady Douglas Sheffield, and their son from his debts (and intrigues) with the Queen.
Leicester's only surviving brother, Ambrose, was childless, and unless he fathered some legitimate offspring, his family line would perish. "You must think it is some marvellous course, and toucheth my present state very near, that forceth me thus to be cause almost of the ruin of my own house," he observed in a letter to Lady Sheffield, explaining that he was uniquely situated, and unable to take a wife without causing "mine utter overthrow". The secrecy of Leicester's second marriage to Lady Sheffield may well have been a matter of great consideration, given that he did not wish to upset his close association with his childhood companion, Elizabeth. Thus he was to later proclaim the marriage illegal so that he could marry a third time, to Lady Lettice Knollys. Elizabeth herself, feeling betrayed by the later discovery of the marriage to Knollys, reminded Leicester of the rumours that he had been pre‐contracted to Lady Sheffield; if these proved to be true, he could be sent to rot in the Tower. It is therefore not surprising that he should have denied the rumours.
In the
19th century, the question of the Sidneys' legal claim over the Dudley estates was raised when Sir John Shelly‐Sidney laid claim to the titles of De L'Isle and Dudley, to which he clearly would have had no claim, had the first Robert Dudley been honest and forthright about his son's origins. The House of Lords duly investigated the matter, concluding that Sir John Shelley had not in fact succeeded in establishing his right to the Barony, on the grounds that the marriage of Robert Dudley's parents had indeed been legitimate and authentic. Leicester, although he appears to have been fond of his son, never acknowledged his legitimacy.
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