anne was born in paris, france, the only daughter of prince rené of bourbon-parma and princess margaret of denmark. anne was the younger sister of prince jacques of bourbon-parma and elder sister to prince michel of bourbon-parma who married princess maria pia of savoy (eldest child of king umberto ii of italy and queen marie josé), and prince andré of bourbon-parma. as a granddaughter of robert i, duke of parma she was first cousin to: king boris iii of bulgaria; robert hugo, duke of parma; princess alicia, dowager duchess of calabria; carlos hugo, duke of parma; crown prince otto of austria; and grand duke jean of luxembourg.