The philosopher Anne Conway (1631-1679) owned a large library, and her reading and book ownership shaped her intellectual life in distinctive ways. Until now, however, almost nothing has been known about the details of her reading or her book collection. Current scholarship assumes that her library, like that of her husband, the third Viscount Conway (c. 1623–1683), was lost or dispersed after her death. This article presents previously unrecognised evidence of Conway’s book ownership, and identifies, for the first time, the only books currently known to survive from her personal library. It traces their path to their current location in the Old Library of Jesus College, Cambridge, through the library of the soldier, book collector, and Cambridge Fellow Francis Sterling (c. 1652-1692). The article demonstrates that the newly identified books reveal previously unknown patterns of intellectual exchange amongst Conway’s family, and argues that they have significant implications for our understanding of her early intellectual development.