My Story is an autobiographical book written by Ronnie Kray.

He, along with his twin brother Reggie, were said to be some of the most feared gangsters in British history.

This book is the follow-up to the jointly written Our Story (1988) by both Ronnie and Reggie Kray.

In My Story, Ronnie describes in his own words the murders of Jack "the Hat" McVitie and George Cornell, his bisexuality, and his feelings about spending 11 years in Parkhurst followed by his later years in Broadmoor Hospital for the criminally insane.

Also included is a chapter written by Ronnie's wife, Kate Kray, and 21 photographs depicting the young Krays, their family, friends, and victims.