Catherine was the beautiful daughter of Thomas Pegge, a gentleman from Derbyshire, and his wife, Catherine Kniveton, who was the daughter of a royalist Baronet. During the English Civil War, her father fought for the royalists, and on his capture the family were forced into exile in Bruges, Belgium.

It was in Bruges (Flanders, which was at the time part of the Spanish Netherlands) that Catherine and Charles would have met. Charles had settled his court there in 1656 during his exile, and his relationship with Catherine began in about 1656-7. It was probably Charles’ first long-term relationship, lasting for a couple of years, as his former relationships with Lucy Walter and Elizabeth Killigrew had been cut short by him moving around France, Belgium and the Netherlands, or by his attempted uprising in England in 1649-51.

Catherine had two children by Charles. The first, a son named Charles, was born in 1657; their daughter Catherine was born in 1658. They were both recognised as his natural children and given the surname FitzCharles: ‘son of Charles’. But by 1659 their relationship had come to an end, and the following year Charles set sail for England to be crowned King.

Unlike Lucy Walter, who tried every trick possible to gain wealth and favours from Charles by using their son as manipulation, Catherine was said to be discreet and docile after she and Charles went their separate ways. Catherine remained in the Spanish Netherlands with her family for some time, with her son Charles being educated in Flanders at the expense of Catherine’s father.

At some point she returned to England and, in 1667, she married Sir Edward Green. However, it is unclear if she returned to England before or after her marriage. Shortly afterwards, they had a child together, Justinia - a half-sister to her children by Charles II. Catherine is believed to have died around 1678.