Annie was the oldest child and only daughter of Whistler's half-sister Deborah Delano Haden (née Whistler) and the surgeon and etcher, Francis Seymour Haden. She married the Hon. Charles Ernest Thynne, fourth son of the second Marquess of Bath, on 8 June 1880. They had three children, Mary ('Molly') Harriet (1881-1950), Roger Charles Seymour (1885-1938) and Daria.
Whistler was very fond of his niece and she modelled for two of his most famous paintings, At the Piano y024, in 1858, and Harmony in Green and Rose: The Music Room y034, as well as etchings, including Annie Haden with Books  and Annie . He was so emotionally attached to the etching Annie Haden , which dates from 1860, that he refused to let the copperplate be cancelled, and it came to the Whistler collection in The Hunterian, Glasgow.
Drawings of Annie include 'Ma Nièce' m0021 (see also Deborah Haden with her baby Annie m0022, Annie Haden m0219, and Annie m0292).
MacDonald, Margaret F., James McNeill Whistler. Drawings, Pastels and Watercolours. A Catalogue Raisonné, New Haven and London, 1995 .
Margaret F. MacDonald, Grischka Petri, Meg Hausberg, and Joanna Meacock, James McNeill Whistler: The Etchings, a catalogue raisonné, University of Glasgow, 2012, website.
The Correspondence of James McNeill Whistler, 1855-1903, edited by Margaret F. MacDonald, Patricia de Montfort and Nigel Thorp; including The Correspondence of Anna McNeill Whistler, 1855-1880, edited by Georgia Toutziari. website, University of Glasgow. http://www.whistler.arts.gla.ac.uk/correspondence