The history of Ruthin Castle dates back to the 13th century, with various additions and restorations over the centuries. The castle's dark past includes stories of violence and betrayal, which may have contributed to the Grey Lady's restless spirit. While the exact circumstances of her death are shrouded in legend, the Grey Lady's presence has become an integral part of the castle's folklore. In addition to sightings of the Grey Lady, visitors have reported strange occurrences such as unexplained lights, voices, and noises within the castle and adjoining hotel. Some have even claimed to have seen a knight in armour wearing only one gauntlet.

The castle's history dates back to the 15th century, with various owners and occupants throughout the centuries. The current structure, however, was largely rebuilt in the 19th century. Its transformation into a museum and hotel has made it a popular destination for tourists and ghost hunters alike. The reported apparition has contributed significantly to the castle's mystique, attracting those interested in the paranormal.