Cecily Grey (c1497-1554) was the fourth daughter of Thomas Grey, First Marquess of Dorset and his wife Cecily Bonville, 7th Baroness Harington. She married John Sutton 3rd Baron Dudley in about 1520. She was therefore the grandmother of Anne Sutton and the great grandmother of Thomas Wilmer (1594-1680). This is therefore the direct and legitimate ancestral line of the Jellians, Shaw and Shaw-Hellier families discussed on this web site.

The lineage of the heiress Cecily Bonville from King Edward III is well documented, but Cecily Grey also had a long and detailed royal lineage through her father. Cecily Grey's paternal grandmother was Elizabeth Woodville, the queen consort of King Edward IV. Cecily Grey's father was the eldest son of Elizabeth Woodville by her first marriage to Sir John Grey. Through her great grandmother Jacquetta of Luxembourg she could claim English royal descent way back to King Henry III. Her father Thomas Grey was also half brother to the Princes in the Tower.

She was buried on 28 Apr 1554 in Westminster