Nancy is one of the three central characters in this novel, arguably the protagonist. She is the eldest of the Mitford sisters and this frames much of her role in the novel. She is the rational voice of reason within her family and maintains the moderate voice in a family divided between fascism and communism. She often takes on a maternal role, not least when her parents often fail to act with suitable care or guardianship. She is also cast as the protector of Britain’s security in the face of fascism.

As the real Nancy Mitford was a famous writer of semi-autobiographical books, she presents a well-known and ready-made character for the novelist. As such, Nancy’s character follows historical fact and self-depiction quite closely, including the style of narrative and internal monologue of Nancy Mitford’s own novels. Her voice as given in the novel closely follows that of her own novels and The Mitford Affair draws on the existence of Nancy as a pre-existing literary persona, with the associations of self-reflection, analysis, and socio-political commentary that her own work brings. In places, Benedict alters details slightly, or makes conjectures, in order to move Nancy’s character away from historical truth, or to portray social or family dynamics in a certain way.