In late 1675, when she was still only fifteen, she met John Churchill, 10 years her senior, who fell in love with her. Churchill, who had previously been a lover of Charles II’s mistress, Barbara Palmer, Duchess of Cleveland, had little to offer financially, as his estates were deeply in debt. Sarah had a rival for Churchill in Catherine Sedley, a wealthy mistress of James II and the choice of Churchill's father, Sir Winston Churchill, who was anxious to restore the family's fortune. John may have hoped to take Sarah as a mistress in place of the Duchess of Cleveland, who had recently departed for France, but surviving letters from Sarah to John show her unwillingness to assume that role.
In 1677, Sarah's brother Ralph died, and she and her sister, Frances, became co-heirs of the Jennings estates in Hertfordshire and Kent. John chose Sarah over Catherine Sedley, but both John's and Sarah's families disapproved of the match, therefore they married secretly in the winter of 1677–78.
John and Sarah were both Protestants in a predominantly Catholic court, a circumstance that would influence their political allegiances. Although no date was recorded, the marriage was announced only to the Duchess of York, and a small circle of friends, so that Sarah could keep her court position as Maid of Honour.
When Sarah became pregnant, her marriage was announced publicly (on 1 October 1678), and she retired from the court to give birth to her first child, Harriet, who died in infancy. When the Duke of York went into self-imposed exile to Scotland as a result of the furore surrounding the Popish Plot, John and Sarah accompanied him, and Charles II rewarded John's loyalty by creating him Baron Churchill of Eyemouth in Scotland, Sarah thus becoming Lady Churchill. The Duke of York returned to England after the religious tension had eased, and Sarah was appointed a Lady of the Bedchamber to Anne after the latter's marriage in 1683.