Educated at home, she eventually became a devout believer of fascism. In 1933, Mitford traveled to Nuremberg, Germany for a rally and met the man she had become obsessed with, Adolf Hitler. She became a member of Adolf Hitler's entourage and a passionate though naive supporter of National Socialism, along with her sister Diana Mitford, who married the British fascist leader Sir Oswald Mosley.
When Britain declared war on Germany in September of 1939, a distraught Mitford sent a farewell letter to Hitler and shot herself in the head in the English Garden, in Munich. The suicide attempt failed and she returned to England, mentally damaged. She spent the rest of her life on the island of Inchkenneth. Doctors had decided it was too dangerous to remove the bullet, and she eventually died of meningitis caused by the cerebral swelling around the lodged bullet.