No, but her father and all the royal cousins mentioned in the story are real historical figures. Her father, Prince William Henry, Duke of Gloucester and Edinburgh, was King George III’s younger brother.
The Duke and Duchess of Gloucester had three children, two of whom survived into adulthood. None of their children was named Ann. She is entirely my invention. Had she been real, she would have been known as Princess Ann of Gloucester. Her styling in this story as Lady Ann of Gloucester is simply a matter of literary license. Lady Ann’s Excellent Adventure had a more interesting, and less young-adult, ring to it than Princess Ann’s Excellent Adventure. But for all the royal purists out there, I am quite aware that the title is incorrect.