Lady Mary Grey, the third and youngest surviving daughter of Henry Grey, 1st Duke of Suffolk and Lady Frances Brandon, was born around 1545 at Bradgate Park near Leicester. Catherine was the younger sister of the ill fated Lady Jane Grey 'the nine days Queen of England'.
Her father Henry Grey was the son of Thomas Grey, 2nd Marquess of Dorset and Margaret Wotton, her grandfather Thomas Grey was the grandson of Queen Elizabeth Woodville, by her first marriage to Sir John Grey of Groby. Catherine's mother, Frances Brandon, was the eldest daughter of Charles Brandon, 1st Duke of Suffolk and Mary Tudor, the younger sister of King Henry VIII. The Grey sisters derived their claim to the English throne through their Tudor maternal grandmother. The line of Margaret Tudor, Queen Consort of Scotland and the elder sister of Henry VIII, was after 1542 represented by Mary Stuart, Queen of Scots. However, King Henry VIII's will had excluded the Stuart line from the English succession, placing the Grey sisters next-in-line after his own children, Edward, Mary and Elizabeth.
In 1553, as King Edward VI lay on his death bed, the King and his chief minister, John Dudley, 1st Duke of Northumberland, intended to exclude his staunchly Catholic sister Mary from the succession in favour of Catherine's Protestant elder sister, Lady Jane. According to the letters patent issued on 21 June 1553, Mary was declared third in the line of succession behind her elder sisters and their heirs male.
When Jane's accession failed due to a lack of popular support, she, her young husband Guildford Dudley and her father, the Duke of Suffolk were executed by Edward's elder sister and successor Mary I, in February 1554.
Mary's mother, Frances Brandon, took a second husband, on 1st March 1555 she married , Adrian Stokes, her master of the horse. When Frances died on 20 May 1559, she left a life estate in most of her property to Stokes, and at the time of her mother's death Mary thus came into only a small inheritance. Queen Elizabeth I, who had succeeded to her half sister's throne in November 1558, appointed Mary Grey as one of her Maids of Honour, and granted her a pension of £80.
Since Queen Elizabeth remained childless, the two surviving Grey sisters were next in the line of succession under King Henry VIII's will, and were not permitted to marry without the Queen's permission. In December 1560, however, Katherine Grey secretly married Edward Seymour, eldest son of the Protector Somerset, incurring the Queen's unrelenting displeasure. As the ceremony had been performed by a priest who was never subsequently identified, and the only witness was Seymour's sister, Lady Jane Seymour, who died shortly after the marriage, the Queen was able to treat the marriage as though it had never taken place, and eventually obtained a declaration on 12 March 1563 that the marriage was invalid, and that Katherine's eldest son by Seymour was illegitimate. Both Katherine and her husband were confined to the Tower, and later to house arrest.
Despite the disastrous consequences of her sister Katherine's secret marriage, Mary, too, married without the Queen's permission. On 16 July 1565, Mary secretly wed the Queen's serjeant porter, Thomas Keyes, son of Richard Keyes, esquire, of East Greenwich, Kent. Mary took the precaution of having three of her cousins attend as witnesses, her childhood friend, Mary Willoughby and two of the daughters of Lady Stafford. Keyes was from a minor gentry family in Kent, was more than twice Mary's age, and was a widower with six or seven children. Moreover Mary was described by the Spanish ambassador as 'little, crook-backed and very ugly', Mary was so small it has been conjectured she was a dwarf, while Keyes stood 6 feet 8 inches tall.
Sir William Cecil wrote to Sir Thomas Smith that 'The Sergeant Porter, being the biggest gentleman of this court, has married secretly the Lady Mary Grey, the least of all the court . . . The offence is very great'. Mary and her husband never saw each other again. The Queen confined Mary to house arrest with William Hawtrey (d.1597) at Chequers in Buckinghamshire, where she remained for two years, while Keyes was committed to the Fleet. In August 1567 Mary was sent, still under house arrest, to live with her step-grandmother, Katherine, Duchess of Suffolk, whom Charles Brandon, 1st Duke of Suffolk, had married after the death of Mary's grandmother, Mary Tudor.
The Duchess wrote to Cecil expressing shock at the few pitiful household effects with which Mary arrived at her house in the Minories. Mary remained in the Duchess' household for almost two years, and is said to have been close to the Duchess's two children, Peregrine and Susan Bertie. On 27 January 1568, after suffering years of imprisonment, house arrest, and separation from her husband and two young sons, Katherine Grey, aged only 27, died at Cockfield Hall, the house of Sir Owen Hopton in Yoxford, Suffolk. With Katherine Grey's death Mary was brought to relative prominence as the last surviving grandchild of Mary Tudor. Since Katherine Grey's two sons had been declared illegitimate, even the Queen had to take seriously Mary's position as heiress presumptive to the English throne. Mary was therefore sent, in June 1569, to live with Sir Thomas Gresham at his house in Bishopsgate and later at his country house at Osterley. Her stay with the Greshams was an unhappy one, however, as Sir Thomas was now half blind and in constant physical pain, and his wife, Anne, bitterly resented Mary's presence in the household.
After years of imprisonment in the Fleet, Mary's husband Thomas Keyes, was released in 1569 and allowed to return to Kent. However his health had been broken by the harsh conditions of his imprisonment and he died shortly before 3 September 1571. Mary begged for permission to raise the orphaned children from his first marriage, but her request was denied by the Queen, and it was not until May 1572, after Mary have been under strict house arrest for seven years, that the Queen relented sufficiently to allow her to live where she pleased. However for the time being Mary had no friends to take her in, and insufficient income to live independently. She therefore continued to reside as an unwelcome guest with the Greshams until Sir Thomas suggested that she be sent to live at Beaumanor in Leicestershire with her late mother's second husband, Adrian Stokes, who had recently married Anne Carew, the widow of Sir Nicholas Throckmorton.
In 1573 Mary left the Greshams' house for good, 'with all her books and rubbish', as Sir Thomas put it. Mary did not stay long at Beaumanor. By February 1573 she was established in a house of her own in London in St Botolph's Without Aldgate, and by the end of 1577 had been rehabilitated to the extent that she was appointed one of the Queen's Maids of Honour.
In April 1578, while plague was raging in London, Mary became ill, and drew up her will. She left her mother's jewels to her step-grandmother, the Duchess of Suffolk, gifts of plate to Lady Arundell and to Adrian Stokes' wife, and money to her godchild, Mary Merrick, granddaughter of her late husband, Thomas Keyes. She died three days later on 20 April 1578, aged 33. The Queen granted her an imposing funeral in Westminster Abbey, with the Duchess of Suffolk's daughter, Susan Bertie, now Countess of Kent, as chief mourner. She was buried in her mother's tomb in the Abbey, where her grave is still unmarked.In spite of the intrigues involving her sisters, it does not appear that Mary Grey ever made a serious claim to the throne. After her death, according to the terms of Henry VIII's will, the chief claimant became Margaret Stanley, Countess of Derby, the only surviving child of Eleanor Brandon, second daughter of Henry VIII's younger sister, Mary Tudor.