The series is a historical fantasy reimagining of the life of Lady Jane Grey, adapted by Gemma Burgess from a young adult novel co-written by Jodi Meadows, Brodi Ashton and Cynthia Hand.

Despite all eight episodes being released on June 27, 2024, Amazon cancelled My Lady Jane after just one season in August 2024.

The cancellation sparked significant backlash and a fan petition, which was even supported by fantasy author and A Song of Ice and Fire creator George R.R. Martin.

In November 2022, Anna Chancellor, Rob Brydon, Dominic Cooper and Jim Broadbent were announced for supporting roles as aristocrats.

Principal photography took place across the UK in 2022, using locations such as Great Chalfield Manor, Herstmonceux Castle, Broughton Castle, Dover Castle, Dorney Court, Hatfield House and Ashridge.

Great Chalfield Manor stood in for the Greys' residence Bradgate House, while Herstmonceux Castle in East Sussex was used to represent Hampton Court Palace.

Production designer Will Hughes-Jones originally wanted to film at the real Hampton Court Palace, but chose Herstmonceux Castle instead because its architecture more closely resembled how Hampton Court looked in the 16th century; the actual Hampton Court grounds were still used for outdoor scenes.

The soundtrack features classic British rock songs covered by contemporary British women rock musicians.