Katherine Laura Davy, known as Kitty, was born on 28 August 1891 in Kensington, London, the daughter of John and Helena Davy. She was working as a music teacher, giving piano lessons, when in 1931 her brother Herbert wrote to her about Meredith Starr's retreat at East Challacombe in Devonshire, where she also went and learned of Meher Baba. Herbert arranged for Baba to stay at their parents' home at 32 Russell Road, Kensington, on his first visit to the West. On 12 September 1931 Kitty was waiting for him at Victoria Station, and her own room was prepared for his use.
Kitty became one of the core group of Baba's early English disciples. In 1932, in Venice, Baba gave each of his Western lovers an Eastern name, and Kitty became Saroja, meaning lotus; Chanji wrote that Saroja's love was "ever selfless as it ought to be." She was among the first group of Western women to visit Baba in India, arriving in Bombay on 6 April 1933, and that summer she prepared and supervised the house at Portofino for Baba's stay in Italy. In December 1936 she sailed again to India with Margaret Craske and Delia DeLeon and stayed at Nasik, teaching piano and helping set music to Margaret's dances for Baba's planned film.
In late November 1937 Kitty began living at Meherabad with the Eastern women mandali. Baba gave her duties in the kitchen and asked her to teach English to Naja and Khorshed. Sitting for hours by a smoking kerosene stove learning to make chapatis, she once thought sadly that she had not come to India for this; that very evening Baba remarked, as if to her, that whatever work he asked was his work and that doing it according to his wish was the greatest penance. Kitty took his words to heart. She travelled on the Blue Bus tours of 1938 and 1939, gave typing lessons to Mani and Katie, and lived with the women through the war years in Bangalore, Meherabad and elsewhere. During the New Life, as ordered, she and Rano Gayley took jobs as schoolteachers in Bombay.
In 1952, during Baba's visit to America, he asked Kitty and Rano whether they would be willing to stay behind in Myrtle Beach and help Elizabeth Patterson. Kitty answered at once, "Why yes, of course, Baba," and when Elizabeth chose her, she parted from Baba after fifteen and a half years with him. From then on she lived and worked at the Meher Spiritual Center in Myrtle Beach, South Carolina, where she welcomed Baba on his visits of 1956 and 1958. She attended the East-West Gathering at Guruprasad, Poona, in 1962.
Kitty wrote Love Alone Prevails: A Story of Life with Meher Baba (1981), an account of her fifty years following him; the Saroja Library at the Center is named for her. She died in Myrtle Beach on 3 December 1991, at the age of 100, and her ashes were interred near Meher Baba's Samadhi at Upper Meherabad.