Christiana was married at 18 and already had a child before divorcing in 1888, which left her penniless. In order to support herself and her child she set up her dressmaking business. By 1900 the firm had become one of the great couture houses of London. She went into partnership with the shrewd businessman Cosmo Duff Gordon and by 1900 they were married. The company had branches in Paris and New York by 1912.

In her autobiography she reveals how she had no plan to sail on Titanic but business in New York meant she took the earliest available passage. She boarded at Cherbourg with her husband and her secretary, Laura Mabel Francatelli. 

"The first days of the crossing were uneventful. Like everyone else I was entranced by the beauty of the liner. I had never dreamed of sailing in such luxury ... my pretty little cabin, with its electric heater and pink curtains, delighted me, so that it was a pleasure to go to bed. Everything about this lovely ship reassured me.
I remember that last meal on Titanic very well. We had a big vase of beautiful daffodils on the table, which were as fresh as if they had just been picked. Everyone was very gay, and at a neighbouring table people were making bets on the probable time of this record breaking run. Various opinions were put forward, but none dreamed that Titanic would make her harbour that night...
I had been in bed for about an hour and the lights were all out, when I was awakened by a funny, rumbling noise. It was like nothing I had ever heard before. It seemed as if some giant hand had been playing bowls, rolling the great balls along. Then the boat stopped."

The trio escape the ship onboard lifeboat 1 and were to become the centre of a bribery scandal in the aftermath of the disaster. Lady Lucy Christiana and Lord Cosmo were the only passengers called to testify at the British Inquiry. 

The couple seperated in 1915 and were estranged for the rest of their days, but did not divorce. 

Lucy's connection to her design empire began to disintegrate following a restructuring of Lucile, Ltd in 1918–19. An acrimonious battle emerged in the press, culminating in her public acknowledgement that many Lucile dresses were not designed by her. Lucy Duff-Gordon's autobiography acknowledges that this had been the case since at least 1911. By September 1922 her company effectively closed. 

Lucy Duff-Gordon also continued as a fashion columnist and critic after her design career ended, contributing to London's Daily Sketch and Daily Express (1922–1930), and she penned her best-selling autobiography Discretions and Indiscretions (1932).

Lady Duff-Gordon died of breast cancer, complicated by pneumonia, in a Putney, London nursing home in 1935, aged 71. The date of her death, 20 April, was the fourth anniversary of her husband's death.