She was the daughter of Henry Grey, Duke of Suffolk, and Lady Frances Brandon (16 July 1517 – 20 November 1559), the daughter of Henry VIII's sister, Mary. She was born on 12 October 1537 and she was probably named after Jane Seymour (c. 1508 or 1509 – 24 October 1537). Jane had two younger sisters, Catherine (b. 1540) and Mary (b. 1545).