Lucy was probably born in Dublin where her father was known to be dancing in the early 1770s. The Michel family seem to have settled in Bath about 1772 and it may well be then that he started to teach dance.
Lucy seems to have appeared on stage dancing alongside her brother at the Haymarket Theatre and in Brighton in 1785.
Lucy and her brother danced at the Bath Theatre Royal on several occasions between 1786 and 1789. They also appear on bills in Bristol between 1778 and 1790.
In 1787, Lucy's father launched a dancing school in Kingsmead Square where he taught both boys and girls, travelling as far afield as Wells, increasingly aided by his daughter. Together they put on a ball for the children of two Wells schools in 1790.
On the 5th December 1790 at Bath Abbey, Lucy married Philip de Rossi a language teacher. A few month after her marriage she started her own dance school in Margaret Buildings. This seems to have led to a breach with her father.
On 21st July 1791 she placed the following advertisement in the Chronicle:
Her advert appeared just above her father's advert:
The Devonshire Minuet, to which they both refer, had been composed, by Gaetan Vestris in honour of Georgiana Duchess of Devonshire and first performed by Adelaide Simonet and Gaetan Vestris at the King’s Theatre in London on 22 March 1781. Gaetan Vestris and his son Auguste Vestris were two towering figures of European dance both as performers, choreographers and teachers. At this time they were both living and performing in London having been driven out of France by the revolution.
By 1791, Lucy had moved her school to 17 Milsom Street but by 1792 although she is listed as a dance teacher in the Bath directory she seems to have abandoned teaching in Bath and resumed her stage career using the name Signora Marchesini at Saddlers Wells where it was said that she had last performed on stage at the age of eight. Lucy abandoned her assumed identity in the autumn of 1792 when she appeared at Covent Garden as Mme Rossi.
She continued to have a successful career forming a professional partnership with the dancer James Bryn. However, this collaboration came to a bitter end following the 1793 - 1794 season when Bryn dismissed her from the company. Mr Rossi threatened Bryn with legal action but there is no evidence that he followed this up and Lucy was back at Covent Garden for the next season.
She seems to have taken a break from performance in the autumn and winter of 1795 probably caused by the birth of her son Oscar whose father was James Bryn. On the 11th April 1796, the Oracle alluded to "Mrs Rossi having left her husband to live with Bryn." She was 25 and he was 40 and had been previously married.
By the winter of 1796 Lucy and Bryn were dancing together in America where they remain until 1799 when the returned to Europe via Jamaica. For the remainder of the year and the early month of 1800 the three Bryns were performing in Dublin. However, by April the family were back in London performing at the Royal Circus and Covent Garden.
By 1801, the Bryn's relationship seems to have taken a dip with Lucy starring at Drury Lane while her husband continued to work at the Royal Circus. She retired from the stage in 1803 he seems to have continued until 1805.
Some time between her retirement and her death in 1845 their relationship may have collapsed altogether as in her will she describes her husband as deceased but professional registers suggested he did not die until some months after her.
In her will, she leaves her very considerable estate mainly to her six children.