Collier was baptized on the 16th of January 1715 in Wiltshire, the daughter of philosopher and clergyman Reverend Authur Collier, and Margaret Johnson. She had two brothers and one sister. In 1716, their family were forced to move into a less expensive residence in Salisbury to pay debts. It was here that her brother Arthur, named after their father, studied law and educated his sisters, along with her childhood friend Sarah Fielding, in Greek and Latin language and literature; his manner of education was to prepare the girls to become governesses.
In 1732, her father died and Jane (17), along with her sister Margaret (15), were left without anyone to provide for them. In 1748, the sisters moved in with their brother Arthur who was living in the Doctors' Commons. During this time, Arthur "quarrelled" with Henry, and it is possible that a split formed between the siblings. A year after, in 1749, her mother died. Soon after, the living arrangements dissolved, and Margaret became the governess to Henry Fielding's daughters and Jane with Samuel Richardson. Richardson was impressed by Collier's education, and wrote to Lady Bradshaigh that Jane was proof "that women may be trusted with Latin and even Greek, and yet not think themselves above their domestic duties."
Collier never married, possibly because she could not offer a sufficient dowry, or possibly because, like Sarah Fielding, she hoped to establish an independent living through her writing. In 1748, Richardson was using Collier as a go between with Sarah Fielding in order to help the two write. In 1753, she wrote The Art of Ingeniously Tormenting with the help of Sarah Fielding and possibly James Harris or Samuel Richardson. Afterwards, it was Richardson who printed the work. Her final book, written with Sarah Fielding, was The Cry, published in 1754.
She died in 1755, just a year after the publication of The Cry. The exact date of her death is not known, but her death took place in London before the end of March. After her death, Richardson wrote to Sarah Fielding: "Don't you miss our dear Miss Jenny Collier more and more?-I do." Before she died, she planned a sequel to The Cry, describing it as "A book called The Laugh on the same plan as The Cry". Richardson urged Fielding to revise The Cry just two years later.
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