Alicia Margaret Amherst, daughter of Lord Amherst of Hackney, married Sir Evelyn Cecil in 1898. According to custom at the time, she was sometimes identified by her husband's given name and surname, that is, as Mrs Evelyn Cecil. Sir Evelyn became the first Baron Rockley in 1934, from which time Alicia became known as The Dowager Baroness Rockly.
She visited southern Africa with her husband from September 1899 to January 1900, travelling through the Cape, Free State, KwaZulu-Natal, Transvaal, Mozambique, and finally Zimbabwe. During this time she painted flowers and collected specimens, though more intensively in Mozambique and Zimbabwe. There are specimens collected by her in the herbarium at Kew Gardens.
Alicia was active in public life. She was Vice-Chair of the Society for the Overseas Settlement of British Women for 20 years; Director of the Chelsea Physic Garden in London from its formation in 1900 to her death in 1941; and Honorary Assistant Director of Horticulture, Food Production Department, Board of Agriculture, during World War I (1917-1919). She was made a Member of the Order of the British Empire in 1918; and Commander of the Order of the British Empire in 1920. In 1927 she visited Ceylon, Australia, New Zealand and Canada. She wrote several books on gardens, including A history of gardening in England (1895), Children's gardens (1902), London parks and gardens (1907), Historic gardens of England (1938), and Wild flowers of the great dominions of the British Empire (1935). The latter book contains two reproductions of sketches made at Umgeni Falls, KwaZulu-Natal, and on Table Mountain, Cape Town. She also published an article on 'Women settlers in South Africa' in the Journal of African Society (1934). Her recreations were gardening and sketching.