Born Elizabeth Gwynne, she was of mixed English and Irish ancestry, and came from a rather grand background, growing up in the 17th-century Sussex manor house, Wootton Manor. Her parents were Rupert Gwynne, Conservative MP for Eastbourne, and the Hon. Stella Ridley, who came from a distinguished Northumberland family. They had three other daughters.
She studied Literature and History at the Sorbonne, living with a French family for two years, which led to her love of France and of food. At the age of 19, she was given her first cookery book, The Gentle Art of Cookery by Hilda Leyel, who wrote of her love with the food of the East. "If I had been given a standard Mrs Beeton instead of Mrs Leyel's wonderful recipes," she said, "I would probably never have learned to cook."
Gwynne had an adventurous early life, leaving home to become an actress. She left England in 1939, when she was twenty-five, and bought a boat with her married lover Charles Gibson-Cowan intending to travel around the Mediterranean. The onset of World War II interrupted this plan, and they had to flee the German occupation of France. They left Antibes for Corsica and then on to Italy where the boat was impounded; they arrived on the day Italy declared war on Britain. Eventually deported to Greece, living on the Greek island of Syros for a period, Gwynne learnt about Greek food and spent time with high bohemians such as the writer Lawrence Durrell. When the Germans invaded Greece they fled to Crete where they were rescued by the British and evacuated to Egypt, where she lived firstly in Alexandria and later in Cairo. There Gwynne started work for the Ministry of Information, split from Gibson-Cowan, and eventually took on a marriage of convenience, more or less as her aunt, Violet Gordon-Woodhouse, had done. This gave her a measure of respectability but Lieutenant-Colonel Tony David was a man whom she did not ultimately respect, and their relationship ended soon after an eight month posting in India. She had many lovers in ensuing years.
On her return to London in 1946, David began to write articles on cooking, and in 1949 the publisher John Lehmann offered her a £100 advance for Book of Mediterranean Food, the start of a dazzling writing career. David spent eight months researching Italian food in Venice, Tuscany and Capri. This resulted in Italian Food in 1954, with illustrations by Renato Guttuso, which was famously described by Evelyn Waugh in The Sunday Times as one of the two books which had given him the most pleasure that year.
Many of the ingredients were unknown in England when the books were first published, as shortages and rationing continued for many years after the end of the war, and David had to suggest looking for olive oil in pharmacies where it was sold for treating earache. Within a decade, ingredients such as aubergines, saffron and pasta began to appear in shops, thanks in no small part to David's books. David gained fame, respect and high status and advised many chefs and companies. In November 1965, she opened her own shop devoted to cookery in Pimlico, London. She wrote articles for Vogue magazine, one of the first in the genre of food-travel.
In 1963, when she was 49, she suffered a cerebral hemorrhage, possibly related to her heavy drinking. Although she recovered, it affected her sense of taste and her libido.