Arrested after the Queen was informed of their clandestine marriage, Katherine (as Lady Hertford) lived in captivity until her death, having borne two sons in the Tower of London.

Katherine Grey's maternal grandparents were Charles Brandon, 1st Duke of Suffolk, and Mary Tudor, Dowager Queen of France, youngest surviving daughter of Henry VII and Elizabeth of York.

However, Henry VIII had excluded the Scottish regal line from the English succession in his Will, placing the Grey sisters next-in-line after his own children.

Without royal assent, the two were married in December 1560 during a secret ceremony[13] at Lord Hertford's house in Cannon Row, where Lady Jane Seymour was the sole witness.

As Dudley's room adjoined the Queen's chambers, he was afraid they might be overheard or that he might be caught with a visibly pregnant woman at his bedside, and tried to get rid of Katherine as soon as he could.

The marriage also upset Anglo-Scottish diplomacy, as the possibility of a union between Lady Katherine and the Earl of Arran, a young and unstable nobleman with a strong claim to the Scottish throne, had thereby been removed as an option.

[20] Queen Elizabeth imprisoned Lady Katherine in the Tower of London, where Edward Seymour (Lord Hertford) was sent to join her on his return to England.

Warner reported that the furnishings of Katherine's room, which were provided from the Royal Wardrobe in the Tower, had been damaged by her pet monkey and dogs.

[22] While imprisoned in the Tower, Katherine gave birth to two sons: In 1562, the marriage was annulled and the Seymours were censured as fornicators for "carnal copulation" by the Archbishop of Canterbury.

[30][23] She was interred at the Cockfield Chapel in Yoxford Church, Suffolk, before her body was moved to Salisbury Cathedral to be buried alongside her husband.