The Grey Lady is thought to be the spirit of the unnamed woman who gave birth to the infant murdered by William Darrell in 1575. Historical accounts suggest she was a married woman who had an affair with Darrell, resulting in the pregnancy that led to the tragic events at Littlecote. After the secret birth and the murder of her child, she likely died from grief, complications, or other circumstances related to the traumatic events. Her spirit appears throughout Littlecote House as a figure in grey or white garments, often described as disheveled and carrying baby clothes or infant items. She searches endlessly through the rooms and corridors of the house, looking for her murdered child. Witnesses describe her as a deeply sorrowful presence, sometimes heard weeping or calling out softly. Her eternal quest for her lost baby creates one of the most poignant hauntings at Littlecote, representing a mother's love that transcends death itself.