Lady Jane’s prayerbook used to be on display at the British Museum in London and was then moved to the British Library, where it is occasionally on display.
You can view the prayerbook at the British Library’s website:
In the procession to the Guildhall for trial, an eye witness describes Jane as carrying a prayer book and having another one hanging from her waist.
‘The lady Jane was in a blacke gowne of cloth, tourned downe; the cappe lined with fese velvet, and edget about with the same, in a French hoode, all black, with a black byllyment, a black velvet boke hanging before hir, and another boke in hir hande open…’
(p.32, The Chronicle of Queen Jane and of Two Years of Queen Mary, and Especially of the Rebellion of Sir Thomas Wyat)
Lady Jane used the prayerbook to write farewell messages to her father and to Sir John Bridges (the Lieutenant of the Tower of London). In the minutes before her execution, she passed the book to his brother, Sir Thomas Bridges, to give to the Lieutenant.
‘The saide lady, being nothing at all abashed, neither with feare of her owne deathe, which then approached, neither with the sight of the ded carcase of hir husbande, when he was brought in to the chappell, came fourthe, the levetenaunt leding hir, in the same gown wherin she was arrayned, hir countenance nothing abashed, neither her eyes anything moysted with teares, although her ij. gentylwomen, mistress Elizabeth Tylney and misrress Eleyn, wonderfully wept, with a boke in hir hande, wheron she praied all the way till she cam to the saide scaffold, wheron when she was mounted &….’
‘First, when she mounted upon the scaffold, she sayd to the people standing thereabout: “Good people, I am come hether to die, and by a lawe I am condemned to the same. The facte, in dede, against the quenes highnesse was unlawfull, and the consenting thereunto by me: but touching the procurement and desire therof by me or on my halfe, I doo wash my hands thereof in innocencie, before God, and the face of you, good Christian people, this day,” and therewith she wronge her handes, in which she had hir booke. Then she sayd, “I pray you all, good Christian people, to beare me witnesse that I dye a true Christian woman, and that I looked to be saved by none other meane, but only by the mercy of God in the merites of the blood of his only sonne Jesus Christ: and and I confesse, when I dyd know the word of God I neglected the same, loved my selfe and the world, and therefore this plague or punishment is happily and worthily happened unto me for my sins; and yet I thank God of his goodnesse that he hath geven me a tyme and respet to repent. And now, good people, while I am alive, I pray you to assyst me with your prayers.” And then, knelyng downe, she turned to Fecknam, saying, “Shall I say this osalme?” And he said, “yea.” Then she said the psalme of Miserere mei Deus in English, in most devout maner, to the end. Then she stode up, and gave her maiden mistris Tilney her gloves and handkercher, and her book to maister Btuges, the lyvetenantes brother; forthwith she untied her gown. The hangman went to her to help her of therewith; she desired him to let her alone, turning towardes her two gentlewomen, who helped her off therwith, and also with her frose past and neckercher, giving her a fayre handkercher to knytte about her eyes.
Then the hangman kneeled downe, and asked her forgevenesse, whome she forgave most willingly. Then he willed her to stand upon the strawe: which doing, she sawe the block. Then she sayd, “I pray you dispatch me quickly.” Then she kneeled down, saying, “Will you take it off before I lay me downe?” and the hangman answered her, “No, madame.” She tyed the kercher about her eys; then feeling for the blocke, saide, “What shall I do? Where is it?” One of the standers-by guyding her thereunto, she layde her heade down upon the block, and stretched forth her body and said: “Lorde, into thy hands I commende my spirite!” And so she ended.’
(p.54-59, The Chronicle of Queen Jane and of Two Years of Queen Mary, and Especially of the Rebellion of Sir Thomas Wyat)
In July 2016, Dr Stephan Edwards published, ‘The Lady Jane Grey’s Prayer Book: British Library Harley Manuscript 2342, Fully Illustrated and Transcribed.’ You can buy it via his website – British Library – Lady Jane Grey’s Prayer Book.
In ‘Katherine Parr: Complete Works and Correspondence’ the editor, Janel Mueller suggests that not only did Katherine Parr give Jane Grey her prayerbook but that Katherine wrote it herself.
Muller writes, ‘British Library MS Harley 2342 has been known as ‘Lady Jane Grey’s Prayerbook’ because of its demonstrable associations with her…Its earlier history, however, lies entirely with Queen Katherine Parr. I have identified the handwriting of all 143 vellum leaves of Harley 2342 as hers. I believe that Jane was given this tiny prayerbook in early September 1548, when Katherine Parr lay dying of puerperal fever after the birth of her only child, a daughter Mary, on August 30.’ (p489)
‘Katherine Parr: Complete Works and Correspondence’ includes the ‘Autograph Text of the Personal Prayerbook’ and the ‘Modernized Text of the Personal Prayerbook.’
In his 2011 review of Mueller’s book in The Times Literary Supplement, James P Carley disagrees that Katherine Parr wrote the prayerbook and that she gave it to Jane. He writes that ‘the most economical hypothesis is that Lady Jane chose the prayers and that she herself commissioned “so warthye a booke” as she described in her inscription to Brydges.’ (p.5, TLS, 3 June 2011).
Stephan Edwards wrote a guest article for this website in January 2016. He does not think that the prayerbook was written by Katherine and states that there is no evidence for who gave it to Jane. Edwards also doubts that Jane would have commissioned the prayerbook herself. See Lady Jane Grey’s prayerbook by Stephan Edwards .
Mueller’s theory is also included in:
The Lady Jane Grey’s Prayer Book by Stephan Edwards
The King is Dead: The Last Will and Testament of Henry VIII by Suzannah Lipscomb
A History of the Tudors in 100 Objects by John Matusiak
The Temptation of Elizabeth Tudor by Elizabeth Norton
Princely Education in Early Modern Britain by Aysha Pollnitz. (That the prayerbook was a gift from Katherine Parr).