The Lady charts the rise and fall of former royal dresser Jane Andrews, whose rags to riches fairy tale fell apart when she was convicted of murder.

Once a young working-class girl from Grimsby, Jane answered an advertisement in the magazine The Lady and to the astonishment of her friends and family, became the Duchess of York's dresser at Buckingham Palace. Moving amongst the highest social circles in Britain, Jane managed to secure a place in the upper-classes, only to lose her job with the Duchess after nine years of service.

Still reeling from her fall from grace, Jane went on to meet charismatic businessman Thomas Cressman and fell deeply in love. Soon cracks began to develop in the romance Jane had pinned all her hopes on, with disastrous consequences.