Lady Catherine Grey (sometimes spelled "Katherine") (August 1540 - January 26, 1568), Countess of Hertford, was the second surviving daughter of Henry Grey, 1st Duke of Suffolk and Lady Frances Brandon. She was the younger sister of Lady Jane Grey and older sister of Lady Mary Grey.

Her maternal grandparents were Charles Brandon, 1st Duke of Suffolk and Mary Tudor, former Queen consort of France. Mary was the daughter of Henry VII of England and Elizabeth of York and the younger sister of Henry VIII of England.