Grizel Baillie (later Lady Murray of Stanhope; 1692–1759) was a Scottish memoirist whose work is important to social historians and scholars of life writing.

Her grandparents on both sides were Covenanters implicated in the Rye House Plot; her parents were acquainted from youth and by all accounts had "a loving companionate marriage".

[1] The sisters, known as "Grisie" and "Rachie" within the family, were well-educated by a variety of tutors in "reading, writing, arithmetic, geography and French" as well as various feminine accomplishments such as singing, music, and dancing.

As late as 1735, however, after learning of George Baillie's death, Murray reestablished contact with the family, claimed defamation of character, and sought financial compensation as well as the erasure of the deed of separation.

[9] Excerpts were published, however, in 1809, as an appendix to George Rose's Observations on the Historical Work of the Right Honorable Charles James Fox under the title, "Lady Murray's Narrative".