Kathleen (1900-1984), Aline (b. 1902) and Emilie (Marjorie) (1906-1977) were born in Cardiff, the third, fourth and sixth child respectively of Harry Lockley and his wife, Emilie Margaret Mathias. Their father, a railway clerk and later timetable editor for the Red Rail Guide, gambled and was often away from the family home. Their mother supported her six children by operating a boarding school at their large house in Whitchurch, Cardiff. Other siblings were Enid (b. 1896), Kenneth (1898-1965) and the conservationist and island dweller Ronald Mathias Lockley (1903-2000).
Kathleen, Aline and Marjorie learnt to play lacrosse at Queen Anne's School, Caversham and all three went on to play lacrosse throughout the 1920s and 1930s at club, territorial and international level; Kathleen playing for England from 1920-1932, and Aline and Marjorie for Wales from 1930-1936 and 1930-1935 respectively.
Kathleen and Marjorie were instrumental in promoting the game of lacrosse throughout the 1920s and 1930s, both at home and in Ireland and America, through the development of local clubs and coaching.