After her husband’s execution, Lady Jane Grey was taken to Tower Green, the same Tower in which Anne Boleyn would meet her fate. Queen Mary allowed her a private execution. The account of her beheading can be found in the Chronicle of Queen Jane and of Two Years of Queen Mary.
Before she put her head on the executioner’s block, Lady Jane Grey made her last speech. According to the account, it was this:
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.
To prepare herself, she began to recite Have mercy upon me, O God, which is taken from the book of Psalms. Her maid and John Feckenham were with her on the scaffolding. Feckenham was the Catholic chaplain who once tried to convert Lady Jane into Catholicism but failed.
As was the custom, the executioner asked Jane to forgive him and she did. In return, she asked him to make the execution swift. She also asked if the executioner would remove her blindfold before she laid her head on the block but the executioner declined. It was Lady Jane who tied the blindfold around her eyes.
The blindfold presented a problem because then Lady Jane couldn’t find the block. She had to lay her head on it before the executioner could behead her. She cried out, ‘What shall I do? Where is it?’ Before she lost her composure, someone guided her hand to find the block and she laid her head upon it. She then prayed, ‘Lord, unto thy hands I commend my spirit!’ True to his word, the executioner allowed his axe to fall swiftly, ending Lady Jane Grey’s life. She was only about 16 or 17 when she died.