Leslie Field, in her book The Queen's Jewels, mentions:
"The [shortest] row, of forty-six pearls, weighs 1,045 grammes and is said to have belonged to Queen Anne, the last of the Stuart monarchs [Queen of England, Scotland and Ireland, then Queen of Great-Britain and Ireland from 1702 to 1714]. Horace Walpole wrote in his diary: 'Queen Anne had but few jewels and those indifferent, except one pearl necklace given to her by Prince George' [her Danish husband]. Queen Caroline, the wife of King George II [Queen consort of Great-Britain and Ireland from 1727 to 1737], had a great deal of valuable jewelelry, including four very fine pearl necklaces. After wearing all of them at her Coronation, the fifty best pearls were made into a single necklace (...) which weighs 1,429.2 grammes".
Queen Anne with a pearl necklace (I do not know, though, if it is "the" Queen Anne's pearl necklace we are discussing):
Queen Caroline of Ansbach: I found no portrait of her wearing one of her pearl necklaces, but on the following pictures, she is nicely bejewelled anyway...