The three sitters in the present drawing were the great-nieces of the politician, writer and antiquarian Horace Walpole (1717-1797). In 1780 Walpole commissioned Sir Joshua Reynolds (1723-1792) to paint a portrait of the three for Strawberry Hill (now National Galleries of Scotland, fig. 1), probably at around the same time as this sheet was executed. Lady Charlotte Waldegrave and Laura Keppel were also painted together by Allan Ramsay (1718-1784) (now Museum of Fine Arts, Boston).

Lady Charlotte Maria Waldegrave (1761-1808) was the second daughter of James, 2nd Earl Waldegrave, and his wife Maria Walpole. In 1784 she married George Henry Fitzroy, 4th Duke of Grafton (1760-1844). Lady Anna Horatia Waldegrave (1762-1801) was her younger sister, and married Admiral Lord Hugh Seymour (1759-1801) in 1786. Laura Keppel (1765-1798) was the daughter of the Rt. Rev Hon. Frederick Keppel, and through the maternal line, the illegitimate granddaughter of the Hon. Sir Edward Walpole, Horace Walpole's brother. She eloped in 1784 with George Ferdinand FitzRoy (1761-1810), 2nd Baron Southampton, although both were later forgiven by their families, and she became Lady of the Bedchamber to Caroline of Brunswick, Princess of Wales.

Downman was a favorite artist of both the Waldegrave and Keppel families. As well as the present group, he produced individual portraits of both Maria (now British Museum, 1884,0426.53) and Horatia, and a portrait of Laura's brother, Captain Frederick Keppel (see lot xx).

The title of The Temple of Vesta is a witty nod to the ancient Roman Temple of Vesta, dedicated to Rome's hearths and staffed by six 'Vestal Virgins'.