Family and Claim To The Throne
She was born at Bradgate Park in the vicinity of Leicester. She was the second surviving daughter of Henry Grey, 1st Duke of Suffolk, by his marriage to Lady Frances Brandon. She was the younger sister of Lady Jane Grey and older sister of Lady Mary Grey. Catherine Grey's maternal grandparents were Charles Brandon, 1st Duke of Suffolk and Mary Tudor, younger daughter of Henry VII, and former Queen consort of France.
Through their grandmother, the Grey sisters had a claim to the English throne. They were preceded in proximity only by Henry VIII's three children - Prince Edward, Lady Mary and Lady Elizabeth - and the descendents of Margaret Tudor, the elder daughter of Henry VII and Queen consort of Scotland, after 1542 represented by Mary, Queen of Scots. However, Henry VIII had excluded the Scottish line from the English succession in his will, placing the Grey sisters next-in-line after his own children.
Read more about this topic: Lady Catherine Grey
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—George Berkeley (1685–1753)