The Grey Lady was a witch and the daughter of Rowena Ravenclaw. She attended Hogwarts School of Witchcraft and Wizardry and was sorted into Ravenclaw house. She was loved by the Bloody Baron, but she did not love him. She also stole her mother's diadem and hid it in Albania. The Baron found her, and killed her, while she refused to go with him. She returned as a ghost to Hogwarts Castle, where she is the Ghost of Ravenclaw House.