Sarah Millicent Hermione Churchill was born on 7 October 1914, the daughter of Winston Churchill and Clementine Spencer-Churchill (née Hozier). She was educated at Notting Hill High School and North Foreland Lodge, in Kent, and then studied ballet at the De Vos School of Dancing. She married Vic Oliver, 1936 (divorced 1945); Anthony Beauchamp, 1949 (died 1957); and Henry Tuchet-Jesson, 23rd Baron Audley, 1962 (died 1963).

She auditioned for the theatrical manager Charles B. Cochran and became a member of the chorus line in his revue "Follow the Sun" at the Adelphi Theatre, 1935-6. She left for the United States to marry her first husband, the comedian Vic Oliver, before returning to the London stage in various productions, including "Misalliance" at the Embassy Theatre, 1940, "Outward Bound" at the New Theatre, 1940, and "Mary Rose" at the Q Theatre, 1941; and her first major film appearance in "He Found a Star", 1940.

From October 1941, she served in the Women's Auxiliary Air Force (WAAF) in the Photographic Interpretation Unit at RAF Medmenham and accompanied her father to the Tehran and Yalta Conferences, 1943 and 1945.

After the war, she resumed her acting career with roles in the films, "Daniele Cortis", directed by Mario Soldati in Italy, 1946, and "All Over the Town", 1947; and on stage in a touring production of "Gaslight", 1947, "The Barretts of Wimpole Street" at the Garrick Theatre, 1948, and "House on the Sand" at the Q Theatre, 1949.

Following her second marriage to the photographer Antony Beauchamp, she settled in the United States again, appearing in touring productions of "The Philadelphia Story", 1949-50, and "The King and I", 1956, and in "Gramercy Ghost" at the Morosco Theatre in New York, 1951. She also appeared in the film "Royal Wedding" with Fred Astaire, 1951, and was a presenter and actor in the Hallmark "Hall of Fame" television series, 1952-5.

She returned to London and appeared in various stage productions including, "Peter Pan" at the Scala Theatre, 1958, a touring production of "Pygmalion", 1961, "A Matter of Choice" at the Arts Theatre, 1966, and "The Idiot" with the National Theatre Company at the Old Vic, 1970. She also toured in her one-woman show "An Evening with Sarah Churchill". Although she lived mainly in London, she continued to visit the United States and lived for brief periods in Marbella, in Spain, with her third husband Henry Audley, and in Rome. Later in life, she took up painting and exhibited her work in London and the United States.

She died in London on 24 September 1982.

Her publications include two collections of her poems, "The Empty Spaces" (1948 and 1966) and "The Unwanted Statue" (1969); her memoir of her father, "A Thread in the Tapestry" (1967); and her autobiography, "Keep on Dancing" (1981).