Collection of George Gurney Esq. (d. 1903), Shincliffe, Eastbourne, East Sussex, by 1898–1903; included in the George Gurney estate sale, Christie's, London, 11 July 1903, no. 84; from where purchased by Leggatt's (dealer), London, 1903; from where purchased by Major Cecil Sebag-Montefiore (1873–1923), Stisted Hall, Braintree, Essex, 1903; probably from whom purchased, on the advice of the Sir Sidney Colvin and Frank Gibson, for the Felton Bequest, 1914.
 The painting depicts the character from the Sir Walter Scott novel Rob Roy. Diana Vernon is the love interest of the novel’s narrator Frank Osbaldistone. The sitter of this particular painting is Hon. Caroline Roche, later the Countess von Hochberg. See Millais, J. G., The Life and letters of Sir John Everett Millais, president of the Royal Academy, vol. 2, London: Methuen, 1899, p. 127, repr. p.166. The reproduction credits a Mr R. Gurney, however, this is believed to be a mistake.
 See M.R., ‘English Sales: Pictures’, in The Burlington Gazette, Vol. 1, No. 5, August 1903, pp. 142–44.
Exhibited Royal Academy, 1898, no. 86, lent by George Gurney; British Gallery, Universal Exposition, St Louis, Missouri, 1904, no. 181, lent by C. Sebag-Montefiore; British Gallery, Christchurch International Exhibition, Christchurch, 1906, lent by C. Sebag-Montefiore.
 One of two paintings by Millais exhibited at the Christchurch International Exhibition; the other was Clarissa, lent by the Executors of the Estate of James Staats Forbes, a prominent Victorian-era collector. See Official Record of the New Zealand International Exhibition of Arts and Industries held at Christchurch 1906–07, Section X: Art in the Exhibition, published 1910, p. 273–74. Clearly seen in photograph of hang, p. 274.