On 9 October 1604 Robert Sidney wrote to his wife, Barbara, concerning their daughter's marriage; he concludes that, if Barbara is right, it is “a great misfortune” and must be “very secret kept.” Using meticulous research, Margaret Hannay attempts to deduce “what had happened” so early in Mary Wroth's marriage to Robert Wroth. She suggests “that perhaps the marriage had not been consummated,” or that “another possibility” could be that Wroth and her cousin, William Herbert, had made a de praesenti wedding agreement, or “perhaps Robert Wroth had discovered that his bride was not a virgin” (Hannay, 2010, pp. 107–108). The key words here are “perhaps” used twice and “possibility,” because even an experienced biographer such as Margaret Hannay cannot know what was “very secret kept.” This essay, therefore, sets out to explore how Hannay engages with an absence of historical knowledge in her biographies of Mary Sidney, Philip's Phoenix: Mary Sidney, Countess of Pembroke, and Mary Wroth, Mary Sidney, Lady Wroth (in this essay identified as Sidney and Wroth respectively). First, the essay will detail the difficulties faced by the literary biographer and those who attempt to uncover the relatively undocumented lives of women. Second, it addresses the complex intersections between literary biography and biofiction in order to determine how boundaries are both adhered to and breached in the representation of early modern female identity. Finally, I analyze Hannay's works in terms of two key aspects: verifiable facts and the imaginative re-creation of events in order to ascertain if it is ever possible to uncover what is intentionally kept “secret.”