Lady Jane Grey is mentioned in a letter sent from Diane de Poitiers to Guillemette de Sarrebruche in 1554.
In Rosalind K Marshall’s, ‘Queen Mary’s Women: Female Relatives, Servants, Friends and Enemies of Mary Queen of Scots.’ Marshall describes the letter as:
‘Writing shortly after the execution in England of the Protestant Lady Jane Grey, Diane…told her that she had just had the news of the ‘poor young Queen Jane.’ She could not but weep, she said, at the death of this ‘so gentle and accomplished princess.’ (p.68, Marshall)
Extracts can be found in the following:
Queen Mary’s Women: Female Relatives, Servants, Friends and Enemies of Mary Queen of Scots by Rosalind K Marshall