Lucy Wells is Margaret’s youngest daughter – a teenager whose entrance into the family trade was decided at birth because of her gender. She’s always imagined she’ll follow in the footsteps of her thriving and successful older sister. But Lucy finds her new profession more of a struggle than she ever imagined. What other options are open to a girl bred to please, when she finds that she’s utterly unsuited to the task?
Although she knew that she was always going to end up entering the family business, Lucy finds herself unsuited to the task. Her position is made more difficult by her adored status.
Compared to her elder sister, Lucy is the favourite child. While Lucy is a 15-year-old virgin, their mother Margaret "had [Charlotte] out at twelve". She was given a good education and, unlike her sister, was allowed to have a childhood. Sadly, she never developed a sharp wit and appears to have little common sense in dealing with men. Her attempts result in insult and offence.
Furthermore, her mother’s coddling has imbibed Lucy with an unrealistic assessment of herself. She believes that she is destined for a rich keeper, despite having none of the necessary talents.
From the beginning of Season 1, Lucy is mostly shy and timid. She seems at odds with her mother's business, her sister's success, and her mother's constant praise. However, she does seem to have a need to please her mother, offering to sell her virginity to pay for the last down payment on their new house. When her virginity is bought by her sister's keeper Sir George Howard, it does not end well. She is stiff and he is unable to perform. Humiliated, she begs him not to tell her mother. He replies by saying he will not ask for a refund if she will exaggerate his performance when asked. She promises to say it was 'like the opera'.
She becomes particularly jaded to her new career after her mother sells an evening with her to Lord Repton, a very lucrative deal for the brothel. She is told they are going to the Repton's country estate, and, although nervous about leaving London, realizes she cannot go back. During a hunting trip with Lord and Lady Repton, they make a game of chasing her and firing off gunshots, terrifying her. During dinner, Lord Repton makes a comment about Lucy's shyness, seeming annoyed and comparing it to her sister's confidence. She tries to lighten the mood with horrible results, inadvertently insulting his manhood. His wife warns her that she will pay for it later when he comes for her that night. Lucy awakens the next morning scratched and bruised, and is unable to satisfy clients once she returns home, becoming dull and withdrawn, clearly traumatized by the experience.
She does find time to insult ‘lower’ harlots that work in her mother's brothel. Due to her mother's constant compliments, she feels herself above them despite not having anything to back up her arrogant attitude. Her mother admonishes her to prove herself before being arrogant.
Lucy eventually gets an offer from a Lord Fallon to be her keeper, but she refuses to accept his offer as he "scares her". During their first sexual encounter, he forces her to eat pomegranate seeds so she can really be "Persephone". When she pushes him away for being too aggressive, he sits on the floor, smiling and laughing at her. Her mother starts to lament about their situation, baffled that "no one wants her", seemingly blind to Lucy's lack of charm on male clients.
Later, Sir George decides he is done with Charlotte, and comes to Margaret's brothel, declaring that he wants Lucy for his mistress. Margaret sells Lucy without a second thought, taking his money after he tells her to name her price. George insists on telling her the news himself. Once upstairs, Lucy is clearly not happy with the arrangement, and when George tries to force himself on her, she stabs him in the stomach. George lays in the bed bleeding out and Margaret decides it is better to kill him than risk anything else, claiming she "did it to save Lucy".
Later when Charlotte arrives, she tells her mother that George's death is not good for her. She explains that she was seen with Daniel at George's house trying to get her things back, and the interaction did not end well. When George's body is found, Charlotte is dragged away by constables from the brothel. Lucy runs after her, crying. After Charlotte is dragged away, Lucy decides to give up Daniel's location to a constable that had just been with Fanny Lambert. Lucy starts to feel more and more guilty about Charlotte being in jail for her crime, even telling her mother that she thinks she should come forward instead.