Penelope Pelham was born about 1630 in Bures, England to Herbert Pelham and Jemima Waldegrave. Penelope immigrated with her family to Cambridge, MA in 1639. She married Josiah Winslow, son of Mayflower passenger Edward Winslow in 1651. Josiah was the first native born General and Governor of the Colonies. Her son, Judge Issac Winslow built the Winslow House in 1699 on the same grounds granted to his grandfather, Edward in the original Pilgrim land grants.

Penelope first lived at Carswell with her in-laws Edward and Susanna Winslow. Even after Edwards death in 1655 Susanna continued to live with Penelope and Josiah for another 25 years. After Josiah died in 1680 (the same year that Susanna died) Penelope lived most of the remaining 25 year of her life with her son Issac and his wife Sarah Wensley in the house he built (Winslow House) on the Careswell grounds.