Lady Dorothy Brooke Nicholson, also known by her birth name Dorothy Lamb, was born in Manchester, England. Her parents were the mathematician Sir Horace Lamb and his wife Elizabeth. She was educated at Manchester High School and Wycombe Abbey School, and read classics at Newnham College, Cambridge University, from which she graduated with with honors in 1910. She then traveled to Greece, where she studied at the British School at Athens from 1910-1911. There she began work on a catalogue of the terracotta figurines in the Acropolis Museum. Along with Lillian Tenant and Hilda Lorimer, she became one of the first women to participate in an excavation conducted by the British School at Athens. The start of the First Balkan War in 1912 ended archaeological fieldwork in Greece and she returned to England, after a stop in Paris to conduct additional research at the Louvre. The first volume of her catalogue was published in 1912, and she continued to work on the second volume for several years. During this time, she went to the USA and spent a year lecturing on classical archaeology at Bryn Mawr College. In 1913, she received a scholarship that enabled her to return to Athens. She also traveled to Paris, Rome and Turkey, continuing her studies in classical archaeology and art. She also participated in the American Archaeological Expedition to Melos in Greece in 1913-1914. The outbreak of World War I sent her back to England, where she worked as an assistant in the Ministry of National Service and the Ministry of Food. The second volume of her terracottas catalogue was finally published in 1921. After the war, Lamb no longer conducted fieldwork, but continued to research and write. Books from this period included Private Letters, Pagan and Christian: an Anthology of Greek and Roman Private Letters from the Fifth Century Before Christ to the Fifth Century of Our Era (1930) and Pilgrims Were They All: Studies of Religious Adventure in the Fourth Century of Our Era (1937). In 1920, she married Sir John Reeve Brooke; after his death in 1937, she remarried to Sir Walter Frederick Nickolson.