She married Prince Augustus Frederick, Duke of Sussex, the sixth son of George III, at Great Cumberland Place, London, on 2 May 1831. The Duke of Sussex had already married Lady Augusta Murray in 1793, but that marriage was annulled in 1794 as it contravened the Royal Marriages Act 1772, which required that all members of the British Royal Family seek permission of the sovereign before marriage. However the Duke of Sussex's second marriage also contravened the Act, making it legally void.
As the marriage was not considered lawful, Lady Cecilia could not take the style and title Her Royal Highness The Duchess of Sussex. Instead she assumed the name "Underwood", her mother's maiden name, by Royal Licence and was known as Lady Cecilia Underwood. The couple resided at the Duke's apartments in Kensington Palace.
However, Lady Cecilia was not accepted as a full member of the British Royal Family. Royal protocol restricted Lady Cecilia from being present at any functions attended by other members of the Royal Family, as she was unable to take a seat beside her husband due to her lower rank. To compensate for this, in 1840 Queen Victoria created her Duchess of Inverness, in her own right, with remainder to the heirs male of her body lawfully begotten. This recognised her husband's subsidiary title of Earl of Inverness.
The Duke of Sussex died in April 1843 at Kensington Palace and was buried at Kensal Green Cemetery. The Duchess of Inverness continued to reside at Kensington Palace until her death in August 1873. She was buried next to her second husband.