Lady Penn, also known as Prue, was the widow of Sir Eric Penn, the one-time Comptroller of the Lord Chamberlain's Office. Over the years, when she lived very close to Buckingham Palace, Prue had become a close confidant and family friend of the royals.
"I suppose people may now see a 91-year-old lady and forget she was once young," she in the Channel 5 documentary Elizabeth: Our Queen back in 2018. "I remember going with her and Prince Philip to a nightclub in Leicester Square called The 400, which was the smart place to go.
"And we had drinks, and something to eat and we danced. She loved to do normal things like you do when you are young."
Lady Penn also formed a close bond with Princess Margaret and the Queen Mother, and in recent years, had been seen in public with the late Queen. In March 2016, the pair were spotted dining together at Mayfair restaurant Bellamys where they celebrated Prue's 90th birthday.
She was also said to be a huge admirer of King Charles. According to the Telegraph, a then Prince Charles had confided to her his concerns about marrying Lady Diana Spencer.
When Charles became King, she confided to a friend on his Accession: "Have you noticed how our new Sovereign seems to have grown in stature overnight? He looks every inch a king.
"I am devoted to him and know that he will take on the mantle with sensitivity, wisdom, and strength."
Lady Penn was also appointed LVO in the 2002 demise honours list. She is survived by her two sons and a daughter.