Lady Catherine Grey (sometimes spelled "Katherine") (~1539 - January 1568), Countess of Hertford, was a younger sister of Lady Jane Grey, the youngest of their parents' three children being Lady Mary Grey. As a grand-daughter of King Henry VIII of England's sister Mary Tudor, Catherine had just as valid a claim to the throne of England as her sister had, so she was just as big a threat to Queen Elizabeth I of England as Jane had been to Elizabeth's sister Queen Mary I of England.

In 1560 Lady Catherine secretly married Edward Seymour, 2nd Earl of Hertford, the son of Edward Seymour, 1st Duke of Somerset, who was a brother of Henry VIII's third wife Jane Seymour. As if her cousin's marrying anyone without her permission was not enough to anger Queen Elizabeth, Catherine's marrying the nephew of the woman Elizabeth's father had executed her mother to marry pushed Elizabeth into a full-blown fury. She imprisoned, for a time, everyone who had anything to do with it, including Bess of Hardwick, who was the one Lady Catherine confessed to when she became pregnant and knew the secret was about to come out.

The marriage was annulled in 1562 but resulted in two children: Edward Seymour (1561-1612), 3rd Earl of Hertford, and Thomas Seymour (born 1563). It was this Edward Seymour whose son William Seymour, 2nd Duke of Somerset, got into trouble by his secret marriage to Arbella Stuart, another cousin with an attenuated claim to the throne of England.