- "Lady didn't bite anyone! She's good!"
- ―Sansa Stark
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 at the orders of King Robert - at the request of Queen Cersei - because Lady's pack sister Nymeria, Arya Stark's direwolf, attacked Prince Joffrey but couldn't be found afterwards. Although Ser Ilyn Payne was supposed to kill her, 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 cubs, as well as the smallest. After putting down Lady following Robert's orders, Ned refuses to let Cersei take Lady's pelt and orders a group of his men to take the slain direwolf to be buried in Winterfell's lichyard. Much later in the novel, when Ned is held captive in the black cells of the Red Keep he questions whether his fate at the hands of the Lannisters is a result of him killing 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