- "Lady didn't bite anyone! She's good!"
- ―Sansa Stark about Lady.
Lady was adopted as a pup with the rest of the Stark direwolves when Eddard Stark and his entourage came upon the pups and their deceased mother. At the request of Jon Snow, the pups were spared and each Stark child adopted one as their own. Sansa names her direwolf Lady.
Having grown to the size of an adult dog already, Lady accompanies Sansa when she moves to King's Landing. While they are near the Inn at the Crossroads, however, she is executed by her father after Queen Cersei spitefully demands she be killed in place of her sister Nymeria, who was driven away by Arya Stark to save her from certain death after biting Prince Joffrey in defense of Arya. Although Ser Ilyn Payne was supposed to kill Lady, Ned carried out the sentence himself citing that, being of the North, she deserves better than a butcher.
|Season One appearances|
|Winter Is Coming||The Kingsroad||Lord Snow||Cripples, Bastards, and Broken Things||The Wolf and the Lion|
|A Golden Crown||You Win or You Die||The Pointy End||Baelor||Fire and Blood|
Behind the scenes
Series author George R. R. Martin reported on his blog that after the filming of the episode in which Sansa's direwolf, Lady, is executed, the dog that played Lady, a Northern Inuit named Zunni, was adopted by Sophie Turner, the actress who plays Sansa. 
In the books
In the A Song of Ice and Fire novels, Lady is arguably the gentlest and most trusting of the six wolf pups, as well as the smallest. When Robert acquiesces to Cersei's demand that Lady be put down in place of Nymeria, Ned beseeches his king to reconsider by invoking the name of his deceased sister Lyanna, which appears to have an effect on Robert as he turns around and curses Cersei. Ned also goes on to tell Robert to do it himself, but Robert slowly walks away. With great reluctance, Ned gives Lady a quick death but refuses to let Cersei have her pelt and orders a group of his men to take the slain direwolf back to Winterfell for burial, which they do. Grey Wind, Summer, and Shaggydog are later heard howling in grief for their fallen sister near her grave. Robert later tells Ned that he is sorry for allowing Lady to be killed, adding that he knows Joffrey was lying about being attacked.
When Catelyn tells Ned about the attempt on Bran's life and how his direwolf saved his life, Ned recalls what Jon said about the pack ("Your children were meant to have these pups"), and is filled with guilt and fear about killing Lady: If the gods had sent these wolves, what folly had he done?
While Sansa stays at Littlefinger's home at the Fingers, she befriends an old blind guard dog. Recalling her dead direwolf, she says to the old dog, "I wish that you were Lady".
When Cersei is later forced to perform a walk of atonement, she begins to hallucinate and sees Sansa with a shaggy grey dog that might have been Lady.
- Lady on A Wiki of Ice and Fire (major spoilers from the books)
- Lady is a Northern Inuit Dog (source: All Dog Breeds )
The Stark Direwolves