She came of a military family. Her father, St Clair Denny (1800-1858), was the third son of Major Ebenezer Denny, who in 1816 became the first mayor of Pittsburgh. She was the third child of Major Denny and his wife Caroline Frances (née Hamilton).
She married William Matthews Corcoran (ca 1835- d. 1913) on 30 March 1857 and had three children, Caroline Denny (1858-1919), William St Clair (1859-1913) and Matildas (date unknown).
She sat to Whistler for her portrait in 1855, Portrait of Anna Denny y004.
The Correspondence of James McNeill Whistler, 1855-1903, edited by Margaret F. MacDonald, Patricia de Montfort and Nigel Thorp; including The Correspondence of Anna McNeill Whistler, 1855-1880, edited by Georgia Toutziari. Online edition, University of Glasgow, 2003-4. http://www.whistler.arts.gla.ac.uk/correspondence