Lady Jane Grey and her husband, Lord Guildford Dudley, were executed on 12 February 1554 at the Tower of London. The account below was found in the anonymous Chronicle of Queen Jane and of Two Years of Queen Mary.
The decision to execute her cousin was not easy for Queen Mary I. But when Jane’s father led another rebellion against her rule, she could no longer tolerate the Protestant threat. Also, Philip II of Spain would not come to England for their marriage until the rebels were defeated.
His [Guildford’s] carcase thrown into a cart, and his head in a cloth, he was brought to the chapel within the Tower, where the Lady Jane, whose lodging was in Partidge’s house, did see his dead carcase taken out of the cart, as well as she did see him before alive on going to his death – a sight to her no less than death. By this time was there a scaffold made upon the green over against the White Tower, for the said Lady Jane to die upon…. The said lady, being nothing abashed….with a book in her hand whereon she prayed all the way till she came to the said scaffold…. First, when she mounted the said scaffold she said to the people standing thereabout: ‘Good people, I am come hither to die, and by a law I am condemned to the same. The fact, indeed, against the queen’s highness was unlawful, and the consenting thereunto by me: but touching the procurement and desire thereof by me or on my behalf, I do wash my hands thereof in innocency, before God, and the face of you, good Christian people, this day’ and therewith she wrung her hands, in which she had her book. And then, kneeling down, she turned to Feckenham [the dean of St Paul’s] saying, ‘Shall I say this psalm?’ And he said, ‘Yea.’ Then she said the psalm of Miserere mei Deus, in English, in most devout manner, to the end. Then she stood up and gave…Mistress Tilney her gloves and handkercher, and her book to master Bruges, the lieutenant’s brother; forthwith she untied her gown. The hangman went to her to help her therewith; then she desired him to let her alone, and also with her other attire and neckercher, giving to her a fair handkercher to knit about her eyes.
Then the hangman kneeled down, and asked her forgiveness, whom she gave most willingly. Then he willed her to stand upon the straw: which doing, she saw the block. Then she said, ‘I pray you dispatch me quickly.’ Then she kneeled down, saying, ‘Will you take it off before I lay me down?’ and the hangman answered her, ‘No, madame.’ She tied the kercher about her eyes; then feeling for the block said, ‘What shall I do? Where is it?’ One of the standers-by guiding her thereto, she laid her head down upon the block, and stretched forth her body and said: ‘Lord, into thy hands I commend my spirit!’ And so she ended.
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Link will appear as Hanson, Marilee. "The executions of Lady Jane Grey & Lord Guildford Dudley, 1554" https://englishhistory.net/tudor/executions-of-lady-jane-grey-lord-guildford-dudley/, February 8, 2015