Henry is traditionally believed to have had affair with Margaret ("Madge") Shelton in 1535, although historian Antonia Fraser has claimed that Henry in fact had an affair with her sister Mary Shelton.
Margaret was a ‘lady-in-waiting’ to Queen Anne Boleyn, and although the two were cousins, according to Hart, “...this did not mean that their families were allies--not all Boleyns supported the queen...” In point of fact, Queen Anne has been said to have been passionately in love with Henry and also very jealous of his attention to other women. Margaret, known for having contributed greatly to the Devonshire MS, wrote many poems about love. Queen Anne was especially jealous that Margaret could have been writing love poems about her husband, the King. To make matters worse, Margaret has been described as a young woman of great beauty and talent, and her friends at court were a great influence on her, most of them also being highly literate.
According to Heale, "Rumour twice linked Margaret amorously with Henry VIII". This other rumour, that Margaret or Mary Shelton might become Henry's wife in 1538, appears in one of the Lisle Letters.
Their affair together was short-lived, only lasting about a year at most. Margaret seemed to have been very accepting of the situation with the king, and did not press him to give her land, money, or a title. However, it was even theorized that Queen Anne might have put her cousin before the king. So that way it would have been her choice, and under her control to a mistress of her philandering husband.
Surprisingly, Margaret was engaged to a Henry Norris during the time of her romance with the king. Her engagement to Norris was broken off when her father died at the age of sixty-two and left his family with financial troubles.