Cheney married firstly, by 1515, Frideswide Frowyk (died c. 1528), the daughter of
Sir Thomas Frowyk, by whom he had a son and three daughters: • John Cheney, who predeceased his father • Anne Cheney (d. 1553), who married
Sir John Perrot,
Lord Deputy of Ireland • Frances Cheney (d. 1561), who married
Nicholas Crispe (d. 1564) • Katherine Cheney (d. before 1550), who married Sir Thomas Kempe (d. 7 March 1591) of
Olantigh in
Wye, Kent, by whom she had three daughters, Margaret Kempe, who married William Cromer (d. 12 May 1598); Anne Kempe, who married
Sir Thomas Shirley, and Alice Kempe, who married firstly Sir James Hales (d. 1589), grandson of
Sir James Hales (d. 1554), and secondly
Sir Richard Lee (d.1608), illegitimate half-brother of
Queen Elizabeth's champion,
Sir Henry Lee According to Lennard, Anne, Frances and Katherine were all daughters of Cheney's first marriage: Sir Henry Cheyne, knight, summoned in 1572 as Lord Cheyne of Toddington, died s.p. in 1587, having wasted his estate. His three half-sisters, daughters of the first marriage of his father Sir Thomas Cheyne of Sheppey, K.G., were his coheirs. Anne Cheyne, the third of these, was the first wife of Sir John Perrot, the lord deputy of Ireland, and mother of
Sir Thomas Perrot his heir. Sir John Perrot, who was reckoned a bastard son of Henry VIII., died in 1592. Cheney married secondly, by dispensation dated 24 May 1539, Anne Broughton (d. 16 May 1562), stepdaughter and ward of
John Russell, 1st Earl of Bedford, and daughter of Sir John Broughton (d. 24 January 1518). of
Toddington, Bedfordshire, by Anne Sapcote (d. 14 March 1559), and granddaughter of
Sir Robert Broughton by his first wife, Katherine de Vere, said to have been the illegitimate daughter of
John de Vere, 13th Earl of Oxford, by whom he had a son,
Henry Cheyne, 1st Baron Cheyne of Toddington, and a daughter. There is a monument to Cheyney's second wife at Toddington. According to Rev. R. A. Maddison's "Lincolnshire Wills 1600-1617" (1891), Cheney also had an
illegitimate "natural" son and daughter, Frances (c.1536-c.1608) who married her cousin William Cheney. Their daughter Elizabeth married John Killingworth. Elizabeth and John's daughter, Anne, married Richard Skepper (c.1495- c.1556). Richard Skepper had married as his 2nd wife Joan Legard whose son Edward (c.1552-c.1629) was the father of the
Rev. William Skepper (1597-c.1650) - the "
godson" of Frances Cheney. ==References==