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It was originally intended that Jane and Guilford should be executed together on Tower Hill, but this was not carried out, probably because Lady Jane, being of blood royal, could be executed inside the precincts of the Tower, where two queens of Henry the Eighth had been beheaded, while Guilford, being of plebeian origin, was obliged to perish outside the Tower walls.

While awaiting the fatal day, Jane occupied herself in writing a letter to her father, in which she held him responsible for her death, and then probably spent Sunday the 10th of February, in prayer and meditation, and on the following day she wrote a beautiful letter to her sister Katherine, of whose terrible grief on her account she had been told. The letter was written on the blank leaves of a Greek testament, which has fortunately been preserved, and can be seen to-day in the British Museum.

Lord Guilford Dudley begged for an interview with his wife before their death, but this Lady Jane declined, saying that it would unnerve them both for the supreme moment, although she sent a message to her husband, and on the day of the execution, at the time when he was to pass her window on his way to the scaffold, she stood and waved her hand to him, as he passed, in the strength of his youth and manhood, to the horrible grave dug for him by his own father’s hand, facing death bravely at the end.

Then a ghastly accident occurred. Either by accident or by design, Jane caught a glimpse of her husband’s body as it was being carried from the scaffold to the Tower for burial, and for a time it seemed as if her frail young frame could not resist the strain of that agony of sorrow and fear which overcame her; but at last Lady Jane was on her way to meet her doom.

The bells of the churches tolled as the dread procession wound its way slowly to the foot of the scaffold, and the young prisoner was dressed as on the day of her trial, in a black cloth dress edged with black velvet, a Marie Stuart cap of black velvet on her head, with a veil of black cloth hanging to her waist and a white wimple concealing her throat, her sleeves edged with lawn, neatly plaited around her wrists.

Before ascending the steps leading to the scaffold the Lady Jane bade farewell to her sobbing ladies, then mounting, advanced to the edge of the platform and spoke in a clear sweet voice, of her innocence of treason, and begging them to bear witness that she died a true Christian woman. Then after a pause, and wiping her eyes, she added, “Now, good people, Jane Dudley bids you all a long farewell. And may the Almighty preserve you from ever meeting the terrible death which awaits her in a few minutes.”

At these words, seeing the towering figure of the executioner in his scarlet robe, she threw herself into the arms of her old nurse, who was by her side, and sobbed and shivered with terror. Then growing calmer she knelt while a psalm was said and prayer offered, then she said farewell to those who had been with her to the end, and gave her prayer book as a memento to one who had asked this favour.

The supreme moment had come. Unloosening her gown without the aid of her attendants, who were overcome with emotion, she cast aside the handkerchief with which she was expected to bandage her eyes, and then with a swift glance at the executioner, she said simply:

“I pray you despatch me quickly,” then kneeling down she asked, “Will you take it off before I lay me down?”

Without any apparent emotion Lady Jane then tied the handkerchief over her eyes. She was now blindfolded and, trying to feel for the block, asked, “What shall I do? Where is it?”

A person near her, on the scaffold, guided her to the block, and she instantly laid her head upon it, rested in silence for a moment, then exclaimed:

“Lord, into thy hands I commend my spirit,” and a moment later the agony was over.

The noblest, most courageous girl who was ever the victim of relentless ambition, was gone, sacrificed to a game of chance in which she was the royal pawn! History offers no sadder, no more thrilling story than that of Lady Jane, the girl of seventeen, who was a “Nine Days Queen!”