Catherine belongs to an unknown aristocratic family within the vampire world and, as such, she received an invitation to Marquis Machina's Bal Masque alongside her mother and younger sister. Here, she encountered Vanitas, who she would later learn is a human doctor intent on saving vampires from Vanitas of the Blue Moon's curse in order to enact his revenge against the Blue Moon Vampire.
(Source: Pandora Hearts Wikia)