Sometime before meeting the Doctor, the Rocket Men murdered her family, kidnapped her, and kept her as their pet. When the Seventh Doctor materialised in the hull of one of their ships transporting grain, Jemima was sent to investigate the sudden increase in weight. Almost instantly, the Doctor took a liking to her. After she told him her life story and he offered to show her the universe. When the Master rescued the Doctor from the Rocket Men, he used Jemima as a hostage. Later, after sending the Doctor to greet another incarnation of the Master, the Master killed Jemima with his Tissue Compression Eliminator.
When the universe regenerated, the Seventh Doctor, who had the ability to reshape into anything he wanted, only made one change: he changed history so the Rocket Men never kidnapped Jemima. (AUDIO: The Two Masters)