Elizabeth, Lady Coke, was an English court office holder. She served as lady-in-waiting to the queen consort of England, Anne of Denmark. She was the daughter of Thomas Cecil, 1st Earl of Exeter, and Dorothy Neville, and the granddaughter of William Cecil, 1st Baron Burghley. She was the wife of Sir William Hatton and later of Sir Edward Coke.

Thomas Cecil, 1st Earl of Exeter, KG, known as Lord Burghley from 1598 to 1605, was an English politician, courtier and soldier.