Anne Wellesley (1788 – 19 March 1875, Lady Charles Bentinck), known as Lady Abdy between 1806 and 1816, was an Anglo-Irish aristocrat and a great-great-grandmother of Queen Elizabeth II.
Bentinck was a daughter of Richard Wellesley, 1st Marquess Wellesley, and his mistress Hyacinthe-Gabrielle Roland, an actress at the Palais Royal for many years. Her parents were married on 29 March 1794, six years after her birth. She was legitimized at this point. Her paternal grandparents were Garret Wesley, 1st Earl of Mornington and Anne Hill. Anne was a daughter of Arthur Hill, 1st Viscount Dungannon. Her paternal uncles included William Wellesley-Pole, 3rd Earl of Mornington, Arthur Wellesley, 1st Duke of Wellington and Henry Wellesley, 1st Baron Cowley.
On 3 July 1806, Anne married her first husband Sir William Abdy, 7th Baronet. Their marriage lasted nine years but remained childless. Abdy had introduced her to his friend Lord Charles Bentinck, a younger son of William Cavendish-Bentinck, 3rd Duke of Portland, former Prime Minister of the United Kingdom. Anne and Lord Charles became lovers at some point during her first marriage. They eloped on 5 September 1815. She was granted a divorce on 25 June 1816. Anne and Lord William were married on 23 July 1816. They had four children:
The third child was father to Cecilia Nina Cavendish-Bentinck, grandfather to Elizabeth Bowes-Lyon and great-grandfather to Queen Elizabeth II.