Charles Robert Leslie and Tom Taylor. Life and Times of Sir Joshua Reynolds. London, 1865, vol. 2, p. 536, list "The Honourable Mrs. Watson" among works exhibited by Reynolds at the Royal Academy in 1789, possibly this picture.
Algernon Graves and William Vine Cronin. A History of the Works of Sir Joshua Reynolds P.R.A. 3, London, 1899, pp. 1037–38, give a full account of both Reynolds portraits of the Hon. Mrs. Watson, afterwards Lady Sondes.
Walter Armstrong. Sir Joshua Reynolds, First President of the Royal Academy. London, 1900, p. 235.
"French, English, and American Paintings." Metropolitan Museum of Art Bulletin 15 (September 1920), p. 209, calls it "a portrait of the Honorable Mrs. Watson, afterwards Lady Sondes"; states that it was painted at the behest of the sitter's father, Richard Milles, after a 1788 portrait; notes that it was lent to the MMA Fiftieth Anniversary Exhibition by Harry Payne Bingham.
"Pictures Lent for the Fiftieth Anniversary Exhibition." Metropolitan Museum of Art Bulletin 15 (August 1920), p. 209.
A Century of Progress: Exhibition of Paintings and Sculpture Lent from American Collections. Exh. cat., Art Institute of Chicago. Chicago, 1933, p. 31.
Malcolm Cormack. "The Ledgers of Sir Joshua Reynolds." Walpole Society 42 (1970), pp. 166–67, lists two payments of £52.10.0 for "a copy," recorded in May 1789 as "paid by Mr. Milles" and in July 1789 as "given to Mr. Mills" [and two payments in the same amounts in March and July, for the first version].
Lucy Oakley in Recent Acquisitions: A Selection, 1986–1987. New York, 1987, pp. 36–37, ill.
Katharine Baetjer. "British Portraits in The Metropolitan Museum of Art." Metropolitan Museum of Art Bulletin 57 (Summer 1999), pp. 31–32, ill. pp. 1 (detail, color), 33 (color), "the second version, probably the Museum's".
David Mannings and Martin Postle. Sir Joshua Reynolds: A Complete Catalogue of His Paintings (The Subject Pictures catalogued by Martin Postle). New Haven, 2000, vol. 1, pp. 21, 464, no. 1841; vol. 2, fig. 1574, as a "studio replica" of the Rockingham Castle picture [no. 1840], but one which, given the price, the artist worked on himself; list also [no. 1841a] a smaller "nineteenth-century copy, somewhat in the style of Hoppner" in the Toledo Museum of Art (sold, Christie's, New York, January 30, 2014, no. 272).
Katharine Baetjer in The Metropolitan Museum of Art, New York: Chefs-d'œuvre de la peinture européenne. Exh. cat., Fondation Pierre Gianadda. Martigny, 2006, pp. 110–14, no. 18, ill. (color, overall and detail) [Catalan ed., Barcelona, 2006, pp. 64–67, no. 14, ill. (color, overall and detail).
Katharine Baetjer. British Paintings in The Metropolitan Museum of Art, 1575–1875. New York, 2009, pp. 82–84, no. 35, ill. (color), states that although it is generally assumed that the picture at Rockingham Castle is the first version and the one at the MMA is the second, this is not certain.