Evelina de Rothschild was the daughter of Baron Lionel de Rothschild (1808–1879), the first openly unconverted Jew to sit in the British House of Commons. Her mother was Charlotte von Rothschild (1819–1884), a cousin from the Naples branch of the family.
On 7 June 1865 Evelina married her second cousin Ferdinand James von Rothschild (1839–1898) of the Austrian branch of the family. Because of her parents' prominent position as one of the wealthiest and most influential families in England, guests at her wedding banquet and ball included Benjamin Disraeli, the ambassadors from Austria and France, and Prince George, Duke of Cambridge.