Ruthin Castle, a historic fortress in Denbighshire, Wales, is said to be haunted by the ghost of a woman known as the Grey Lady. According to local legend, the Grey Lady, also referred to as Lady Grey, met a grisly end in the 15th century. It is said that she brutally dispatched a rival for her husband's affections using an axe, leading to her execution and burial in unconsecrated ground. Visitors and staff have reported numerous sightings of her phantom in modern times, often describing her as 'crazed' and wielding an axe as she walks through the banquetting hall, battlements, and even outside the castle walls.

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.