The Grey Lady is a recurring figure in the paranormal history of Shieldhill Castle. Located in Lanarkshire, this castle has been witness to her tragic fate as told by various accounts. Some stories claim she was a victim of soldiers' brutality, while others describe a forbidden love that ended in heartbreak and ultimately, her death.

The history surrounding the Grey Lady's haunting is rooted in medieval times. The castle itself has been through periods of turmoil, with the 14th century and 1650s being particularly significant dates mentioned in accounts of her fate. This rich historical context offers a glimpse into the lives of those who lived within these walls.