Lady Grey may refer to:
- Lady Jane Grey (c. 1530–1554), claimant to the Kingdom of England and Ireland who was known for the briefness of her reign over both (9 days)
- Lady Eliza Lucy Grey (1823–1898), daughter of Captain Sir Richard Spencer and the wife of Sir George Grey
- Anne Brandon, Baroness Grey of Powys
- Lady Grey, president of the Girls' Friendly Society 1883-1889, wife of Admiral Sir Frederick Grey, born Barbarina Charlotte Sullivan
- Any female holder of the title Baron Grey of Ruthyn
- Any wife of a holder of the title Earl Grey or Baron Grey
- Lady Grey (tea), a blend of tea by Twinings
- Lady Grey, Eastern Cape, a rural village in the Eastern Cape in South Africa
- Lady Grey Elementary School, a school in British Columbia
- Lady Grey, 1980 movie starring Ginger Alden
- Lady Grey (comics), a fictional character in Marvel Comics
- Lady Grey, a fictional evil temptress and mayor in Fable
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