On the south-east border of Charnwood Forest, near Newtown Lindford, is Bradgate Park, and the ruins of the brick mansion built c.1490–1505 by Thomas Grey, Marquis of Dorset.
It is chiefly remembered as the birthplace of Lady Jane Grey, the ‘Nine Days’ Queen’, executed on 12 February 1554 in the Tower of London. William Kelly, in his Royal Progresses (1884), calls Bradgate ‘an ever-enduring place of pilgrimage’ and notes visits by various members of the royal family to all those spots which tradition particularly connected with her, among them the terraces where she and Lord Guildford Dudley were said to have spent much of their time before their marriage.
In the park itself, the party accompanying the Prince of Wales (later Edward VII), there in January 1882 for the shooting, were shown some fine old oaks whose tops ‘were said to have been severed when Lady Jane Grey was beheaded in the Tower, because, said the foresters, a “sweet oak of the forest had fallen.”’ A contributor to Folk-Lore, when driving round Charnwood in the spring of 1893, was likewise told by a driver hired from Loughborough that the old oaks ‘lost their tops’ when Lady Jane Grey was beheaded.
Although Lady Jane Grey famously haunts the White Tower (see THE TOWER, London) on the anniversary of her execution, she is said also to appear in Bradgate Park, riding in a phantom coach, every New Year’s Eve. According to others, she appears on Christmas Eve, and the coach and its passenger drive either to Newtown Linford church or to the old ruined mansion in the park before vanishing. As with so many phantom coaches, the four horses are sometimes said to be headless and Lady Jane herself to carry her head on her knees.