[6] The Priory of Tylsey was dedicated to Our Lady of Sorrows.

[7] State Papers, Domestic Series, Henry VIII.

[8] Miss Strickland and other writers on the Grey family state that Margaret, Marchioness of Dorset, outlived the ruin of her family. This is an error. She died in September 1541, apparently of the plague. See State Papers, 1156 and 1489, Domestic Series, Henry VIII.

[9] This lady is occasionally confounded with Queen Anne Boleyn, who was never Lady Anne Boleyn. The lady in question, who has proved somewhat of a stumbling-block to historians, who have frequently confused her with the Queen, was Anne, daughter of the Earl of Pembroke and wife of Sir William Boleyn.

[10] Lady Jane was certainly christened at Bradgate and not at Groby, which confirms the statement that she was born at Bradgate; for if she had been born at Groby, her baptism would have taken place in the parish church of that village.

[11] There has been some controversy over the date of Queen Jane Seymour’s death. Bishop Burnet (p. 33, vol. ii.) says it was the day after Prince Edward’s birth, i.e. 14th October; which date is adopted by Hall (p. 825), Stow (p. 575), Speed (p. 1039), Herbert (p. 492), and Holinshed (p. 944). On the other hand, Henninges (Theatrum Genealogicum, tome 4, p. 105) says it was the 15th; a letter of the doctors (in Cottonian MSS, Nero C. x. fol. 2), the 17th; Fabian, 23rd October; King Edward’s own Journal, “Within a few days after the birth of her son, died ...;” and George Lilly (Chronicle), twelve days after—Duodecimo post die moritur. However, Cecil’s Journal, a document in the Herald’s Office, and a letter among the State Papers dated Wednesday, 24th October, give the 24th October as the date of the Queen’s death. This is in agreement with the statement in the London Chronicle during the Reigne of Henry VII and Henry VIII (Camden Soc., from Cottonian MSS, Vespasian A. xxv. fol. 38–46), which clearly says that “On Saynt Edwardes eve Fryday in the mornyng (12th October), was prince Edward boorn, the trew son of K.H. the viii. and quene Jane his mothur in Hamton Corte. His godffathurs was the deuke of Norfock, and the deuke of Suffocke, and the (Arch) Bisschop of Caunterbery; and his godmother was his owne sister, which was dooughter of quene Kataryn a fore sayd. On Saynte Crispyns eve Wensday (24th October), dyid quene Jane in childbed, and is beryid in the castelle of Wynsor.” She was not, however, buried until 12th November. Dorset followed the procession from Hampton Court to Windsor, riding close to the Princess Mary, who was her stepmother’s chief mourner.

[12] Jane Grey was evidently given the name of Jane in compliment to Queen Jane Seymour, who must have been still living at the time of the child’s birth. The name Jane, a variant of Johanna and Joan, is exceedingly rare in pre-Reformation times. The lady who very likely acted as godmother was her paternal aunt, Lady Cicely Grey.

[13] This method of baptizing infants is still practised in the Archdiocese of Milan.

[14] These ceremonies, which are extremely ancient and essentially Roman Catholic, are even now carried out in Italy, Spain, and Portugal.

[15] The prefix the before the title Lady was considered in the sixteenth century equivalent to “Princess”; “the Lady Elizabeth,” “the Lady Mary,” and so forth. “Royal Highness” was not in use, and royal ladies were addressed as “Your Grace.”