In September 2009, Sophie Winkleman and Lord Frederick Windsor tied the knot at St. George's Chapel in Windsor Castle. The castle, which is the oldest in the world, is also favored by her in-laws.

Sophie Winkleman, styled as Lady Frederick Windsor, also suggested schools should bring back blackboards and chalk instead of relying on smartboards as she spoke at a centre-right political ...

Through her mother's second marriage, Claudia gained a younger half-brother called Oliver. Claudia also gained a half-sister through her father's second marriage – actress Sophie Winkleman.