Cornelia Peacock was born in Philadelphia on January 15, 1809. She was an attractive, well-educated woman with a lively personality. At 22, she married an Episcopalian minister, Pierce Connelly, and four years later, the young couple with their two children became Roman Catholics.
In early 1840, still grieving the death of her third child, a baby daughter, Cornelia made her first retreat of three days. God touched her deeply and her interior life was profoundly changed. She gave herself in a new way to God, desiring to do God's will as it was made known to her through her duties and the events of daily life.
Her growing attachment to God was tested that very year. In February, her beloved two-year-old, John Henry, was scalded in a tragic accident and died in Cornelia's arms. From this anguish was born in her a lifelong devotion to Mary as Mother of Sorrows.