In her autobiography she related how she had not planned to sail on the Titanic but urgent business in New York forced her to take the first available ship. The Duff-Gordons boarded the RMS Titanic at Cherbourg. Accompanying them was Lady Duff-Gordon's maid, Laura Mabel Francatelli. Lady Duff-Gordon and Ms Francatelli travelled first class under the same ticket (#17485 which cost £56 18s 7d). Her husband Sir Cosmo Duff-Gordon occupied cabin A-16, Lady Duff-Gordon was in cabin A-20 and Ms Francatelli was in E-36. The Duff-Gordons signed onto the ship as Mr and Mrs Morgan, a possible explanation being that they hoped to avoid publicity on landing in New York.
- "The first days of the crossing were uneventful. Like everyone else I was entranced by the beauty of the liner. I had never dreamed of sailing in such luxury ... my pretty little cabin, with its electric heater and pink curtains, delighted me, so that it was a pleasure to go to bed. Everything about this lovely ship reassured me.
I remember that last meal on Titanic very well. We had a big vase of beautiful daffodils on the table, which were as fresh as if they had just been picked. Everyone was very gay, and at a neighbouring table people were making bets on the probable time of this record breaking run. Various opinions were put forward, but none dreamed that Titanic would make her harbour that night...
I had been in bed for about an hour and the lights were all out, when I was awakened by a funny, rumbling noise. It was like nothing I had ever heard before. It seemed as if some giant hand had been playing bowls, rolling the great balls along. Then the boat stopped."
On April 14th at 11:40 P.M. the Titanic struck an iceberg and began to sink. During the evacuation the Duff Gordons and Franks escaped in Lifeboat 1. Although the boat was built to hold forty people, it was lowered with just 12 people in it—most of them crewmen.
Some time after the ship sank, while afloat in Lifeboat 1, Lucile reportedly commented to her secretary, "There is your beautiful nightdress gone." A fireman, annoyed by her comment, replied that while the couple could replace their property, he and the other crew members had lost everything in the sinking. Sir Cosmo then offered each of the men £5 to assist them until they received new assignments. While on the RMS Carpathia, the Cunard liner that rescued Titanic's survivors, Cosmo presented the men from Lifeboat 1 with checks drawn on his bank in London, Coutts. Later this action spawned gossip that the Duff Gordons bribed the crew in their boat not to return to save swimmers out of fear it would be swamped.
These rumours were fuelled by the tabloid press in the United States and, eventually, in the United Kingdom. On 17 May, Cosmo Duff Gordon testified in London at the hearings of the British Board of Trade inquiry into the disaster and on 20 May Lucile took the stand. Their testimony attracted the largest crowds during the inquiry.
Cosmo Duff Gordon faced tough criticism during cross-examination while his wife "had it slightly easier". Dressed in black, with a large, veiled hat, she told the court she remembered little about what happened in the lifeboat on the night of the sinking, and could not recall specific conversations. Attorneys did not seem to have pressed her very hard. Lucile noted that for the rest of her husband's life he was broken-hearted over the negative coverage by the "yellow press" during his cross-examination at the inquiry. The final report by the inquiry determined that the Duff Gordons did not deter the crew from any attempt at rescue.