Annie was the oldest child and only daughter of Deborah Delano Haden (née Whistler) and the surgeon and etcher, Francis Seymour Haden. She married the Hon. Charles Ernest Thynne, fourth son of the second Marquess of Bath, on 8 June 1880. They had three children, Mary ('Molly') Harriet (1881-1950), Roger Charles Seymour (1885-1938) and Daria.
JW was very fond of his niece and she modelled for two of his most famous paintings, At the Piano (YMSM 24), in 1858, and Harmony in Green and Rose: The Music Room (YMSM 34), as well as etchings, including Annie Haden, with books (K.8) and Annie (K.10). He was so emotionally attached to the etching Annie Haden (K.62), which dates from 1860, that he refused to let the copperplate be cancelled, and it came to the Hunterian Art Gallery. Drawings of Annie include 'Ma Nièce' (M.21) (see also M.22, 219, 223 and 292).