Nannie Gordon Thomas was born on May 20, 1849, in Baltimore, Maryland, to John Hanson Thomas and Annie Campbell Gordon. Her father was a bank president who owned $100,000 of real estate and $300,000 of personal property by 1860. She grew up and attended school in Baltimore. She travelled to Europe in 1872, and her passport application described her as 5 feet, 6 ½ inches tall, with auburn hair and grey eyes.
She married Henry Rieman Duval around 1878, and they had three children: Hanson, born around 1881; Rieman, born around 1883; and Annie, born around 1886. They divided their time between New York City and Islip, New York, and her husband worked as a railroad president. By 1900, they employed at least six servants. She died in Baltimore on February 18, 1914.