[Lady ]. The female of don. The Spanish don is derived from the Latin dominus =a lord, a master. A duenna is the chief lady-in-waiting on the Queen of Spain; but in common parlance it means a lady who is half companion and half governess, in charge of the younger female members of a nobleman's or gentleman's family in Portugal or Spain.
“There is no duenna so rigidly prudent and inexorably decorous as a superannuated coquette.” —W. Irving: Sketch-Book (Spectre Bridegroom).
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Duenna from Infoplease: