Written from the Tower to her father, whose rebellion against Queen Mary directly precipitated her execution. Brief, composed, and notably without reproach — Grey frames her approaching death as a welcome deliverance and urges her father to stand firm in faith.
Father, although it hath pleased God to hasten my death by you, by whom my life should rather have been lengthened, yet I can so patiently take it, that I yield God more hearty thanks for shortening my woful days, than if all the world had been given into my possession, with life lengthened at my own will. And albeit I am very well assured of your impatient dolours, redoubled many ways, both in bewailing your own woe, and especially, as I am informed, my woful estate: yet my dear father, if I may, without offence, rejoice in my own mishaps, herein I may account myself blessed, that washing my hands with the innocence of my fact, my guiltless blood may cry before the Lord, Mercy to the innocent! And yet though I must needs acknowledge, that being constrained, and as you know well enough continually assayed, yet in taking upon me, I seemed to consent, and therein greviously offended the queen and her laws, yet do I assuredly trust that this my offence towards God is so much the less, in that being in so royal estate as I was, my enforced honour never mingled with mine innocent heart. And thus, good father, I have opened unto you the state wherein I presently stand, my death at hand, although to you perhaps it may seem woful, yet to me there is nothing that can be more welcome than from this vale of misery to aspire to that heavenly throne of all joy and pleasure, with Christ my Saviour: in whose steadfast faith, (if it may be lawful for the daughter so to write to the father) the Lord that hath hitherto strengthened you, so continue to keep you, that at the last we may meet in heaven with the Father, Son, and Holy Ghost. I am, Your obedient daughter till death, Jane Dudley.