Christian "Kit" Cavanagh was born in 1667 in Dublin, Ireland. Throughout her life, she would use the surnames: Welsh, Welch, Ross, Jones, and Davies. She was the daughter of a local brewer. Although her parents were Protestants, they supported King James II during his campaign in Ireland. Her father served with the Jacobite Army, dying as a result of wounds at the Battle of Aughrim. Her family's property was confiscated as a result of their support for the Jacobite cause.