This primary source account of the execution of Mary, Queen of Scots is from Original letters, illustrative of English history; with notes and illustrations, Second Series, Volume III, ed. Henry Ellis (p113-118). Ellis notes that "the present narrative is from the Lansdowne MS. 51. art. 46. It is indorsed in Lord Burghley's hand, "8 Feb. 1586. The Manner of the Q. of Scotts death at Fodrynghay, wr. by Ro. Wy.""

First, the said Scottish Queen, being carried by two of Sir Amias Paulett's gentlemen, and the Sheriff going before her, came most willingly out of her chamber into an entry next the Hall, at which place the Earl of Shrewsbury and the Earl of Kent, commissioners for the execution, with the two governors of her person, and divers knights and gentlemen did meet her, where they found one of the Scottish Queen's servants, named Melvin, kneeling on his knees, who uttered these words with tears to the Queen of Scots, his mistress, "Madam, it will be the sorrowfullest message that ever I carried, when I shall report that my Queen and dear mistress is dead." Then the Queen of Scots, shedding tears, answered him, "You ought to rejoice rather than weep for that the end of Mary Stuart's troubles is now come. Thou knowest, Melvin, that all this world is but vanity, and full of troubles and sorrows; carry this message from me, and tell my friends that I die a true woman to my religion, and like a true Scottish woman and a true Frenchwoman. But God forgive them that have long desired my end; and He that is the true Judge of all secret thoughts knoweth my mind, how that it ever hath been my desire to have Scotland and England united together. Commend me to my son, and tell him that I have not done anything that may prejudice his kingdom of Scotland; and so, good Melvin, farewell;" and kissing him, she bade him pray for her.

Then she turned to the Lords and told them that she had certain requests to make unto them. One was for a sum of money, which she said Sir Amyas Paulet knew of, to be paid to one Curle her servant; next, that all her poor servants might enjoy that quietly which by her Will and Testament she had given unto them; and lastly, that they might be all well entreated, and sent home safely and honestly into their countries. "And this I do conjure you, my Lords, to do."

Answer was made by Sir Amyas Paulet, "I do well remember the money your Grace speaketh of, and your Grace need not to make any doubt of the not performance of your requests, for I do surely think they shall be granted."

"I have," said she, "one other request to make unto you, my Lords, that you will suffer my poor servants to be present about me, at my death, that they may report when they come into their countries how I died a true woman to my religion."

Then the Earl of Kent, one of the commissioners, answered, "Madam, it cannot well be granted, for that it is feared lest some of them would with speeches both trouble and grieve your Grace, and disquiet the company, of which we have had already some experience, or seek to wipe their napkins in some of your blood, which were not convenient." "My Lord," said the Queen of Scots, "I will give my word and promise for them that they shall not do any such thing as your Lordship has named. Alas! poor souls, it would do them good to bid me farewell. And I hope your Mistress, being a maiden Queen, in regard of womanhood, will suffer me to have some of my own people about me at my death. And I know she hath not given you so straight a commission, but that you may grant me more than this, if I were a far meaner woman than I am." And then (seeming to be grieved) with some tears uttered these words: "You know that I am cousin to your Queen, and descended from the blood of Henry the Seventh, a married Queen of France, and the anointed Queen of Scotland."

Whereupon, after some consultation, they granted that she might have some of her servants according to her Grace's request, and therefore desired her to make choice of half-a-dozen of her men and women: who presently said that of her men she would have Melvin, her apothecary, her surgeon, and one other old man beside; and of her women, those two that did use to lie in her chamber.

After this, she being supported by Sir Amias's two gentlemen aforesaid, and Melvin carrying up her train, and also accompanied with the Lords, Knights, and Gentlemen aforenamed, the Sheriff going before her, she passed out of the entry into the Great Hall, with her countenance careless, importing thereby rather mirth than mournful cheer, and so she willingly stepped up to the scaffold which was prepared for her in the Hall, being two feet high and twelve feet broad, with rails round about, hung and covered with black, with a low stool, long cushion, and block, covered with black also. Then, having the stool brought her, she sat her down; by her, on the right hand, sat the Earl of Shrewsbury and the Earl of Kent, and on the left hand stood the Sheriff, and before her the two executioners; round about the rails stood Knights, Gentlemen, and others.

Then, silence being made, the Queen's Majesty's Commission for the execution of the Queen of Scots was openly read by Mr. Beale, clerk of the Council; and these words pronounced by the Assembly, "God save the Queen." During the reading of which Commission the Queen of Scots was silent, listening unto it with as small regard as if it had not concerned her at all; and with as cheerful a countenance as if it had been a pardon from her Majesty for her life; using as much strangeness in word and deed as if she had never known any of the Assembly, or had been ignorant of the English language.

Then one Doctor Fletcher, Dean of Peterborough, standing directly before her, without the rail, bending his body with great reverence, began to utter this exhortation following: "Madam, the Queen's most excellent Majesty," &c, and iterating these words three or four times, she told him, "Mr. Dean, I am settled in the ancient Catholic Roman religion, and mind to spend my blood in defence of it." Then Mr. Dean said: "Madam, change your opinion, and repent you of your former wickedness, and settle your faith only in Jesus Christ, by Him to be saved." Then she answered again and again, "Mr. Dean, trouble not yourself any more, for I am settled and resolved in this my religion, and am purposed therein to die." Then the Earl of Shrewsbury and the Earl of Kent, perceiving her so obstinate, told her that since she would not hear the exhortation begun by Mr. Dean, "We will pray for your Grace, that it stand with God's will you may have your heart lightened, even at the last hour, with the true knowledge of God, and so die therein." Then she answered, "If you will pray for me, my Lords, I will thank you; but to join in prayer with you I will not, for that you and I are not of one religion."

Then the Lords called for Mr. Dean, who, kneeling on the scaffold stairs, began this prayer, "O most gracious God and merciful Father," &c, all the Assembly, saving the Queen of Scots and her servants, saying after him. During the saying of which prayer, the Queen of Scots, sitting upon a stool, having about her neck an _Agnus Dei_, in her hand a crucifix, at her girdle a pair of beads with a golden cross at the end of them, a Latin book in her hand, began with tears and with loud and fast voice to pray in Latin; and in the midst of her prayers she slided off from her stool, and kneeling, said divers Latin prayers; and after the end of Mr. Dean's prayer, she kneeling, prayed in English to this effect: "For Christ His afflicted Church, and for an end of their troubles; for her son; and for the Queen's Majesty, that she might prosper and serve God aright." She confessed that she hoped to be saved "by and in the blood of Christ, at the foot of whose Crucifix she would shed her blood." Then said the Earl of Kent, "Madam, settle Christ Jesus in your heart, and leave those trumperies." Then she little regarding, or nothing at all, his good counsel, went forward with her prayers, desiring that "God would avert His wrath from this Island, and that He would give her grief and forgiveness for her sins." These, with other prayers she made in English, saying she forgave her enemies with all her heart that had long sought her blood, and desired God to convert them to the truth; and in the end of the prayer she desired all saints to make intercession for her to Jesus Christ, and so kissing the crucifix, and crossing of her also, said these words: "Even as Thy arms, O Jesus, were spread here upon the Cross, so receive me into Thy arms of mercy, and forgive me all my sins."

Her prayer being ended, the executioners, kneeling, desired her Grace to forgive them her death; who answered, "I forgive you with all my heart, for now, I hope, you shall make an end of all my troubles." Then they, with her two women, helping of her up, began to disrobe her of her apparel; she never changed her countenance, but with smiling cheer she uttered these words, "that she never had such grooms to make her unready, and that she never put off her clothes before such a company."

Then she, being stripped of all her apparel saving her petticoat and kirtle, her two women beholding her made great lamentation, and crying and crossing themselves prayed in Latin; she, turning herself to them, embracing them, said these words in French, "Ne criez vous; j'ay promis pour vous;" and so crossing and kissing them, bade them pray for her, and rejoice and not weep, for that now they should see an end of all their mistress's troubles. Then she, with a smiling countenance, turning to her men servants, as Melvin and the rest, standing upon a bench nigh the scaffold, who sometime weeping, sometime crying out aloud, and continually crossing themselves, prayed in Latin, crossing them with her hand bade them farewell; and wishing them to pray for her even until the last hour.

This done, one of the women having a Corpus Christi cloth lapped up three-corner ways, kissing it, put it over the Queen of Scots' face, and pinned it fast to the caul of her head. Then the two women departed from her, and she kneeling down upon the cushion most resolutely, and without any token or fear of death, she spake aloud this Psalm in Latin, "In te, Domine, confido, non confundar in eternum," &c. {Ps. xxv.}. Then, groping for the block, she laid down her head, putting her chin over the block with both her hands, which holding there, still had been cut off, had they not been espied. Then lying upon the block most quietly, and stretching out her arms, cried, "In manus tuas, Domine," &c, three or four times. Then she lying very still on the block, one of the executioners holding of her slightly with one of his hands, she endured two strokes of the other executioner with an axe, she making very small noise or none at all, and not stirring any part of her from the place where she lay; and so the executioner cut off her head, saving one little grisle, which being cut asunder, he lifted up her head to the view of all the assembly, and bade "God save the Queen." Then her dressing of lawn falling off from her head, it appeared as grey as one of threescore and ten years old, polled very short, her face in a moment being so much altered from the form she had when she was alive, as few could remember her by her dead face. Her lips stirred up and down a quarter of an hour after her head was cut off.

Then Mr. Dean said with a loud voice, "So perish all the Queen's enemies;" and afterwards the Earl of Kent came to the dead body, and standing over it, with a loud voice said, "Such end of all the Queen's and the Gospel's enemies."

Then one of the executioners pulling off her garters, espied her little dog which was crept under her clothes, which could not be gotten forth but by force, yet afterward would not depart from the dead corpse, but came and lay between her head and her shoulders, which being imbrued with her blood, was carried away and washed, as all things else were that had any blood was either burned or clean washed; and the executioners sent away with money for their fees, not having any one thing that belonged unto her. And so, every man being commanded out of the Hall, except the Sheriff and his men, she was carried by them up into a great chamber lying ready for the surgeons to embalm her.

Click here to view the primary source in Ellis's book on Google Books.

Mary was buried at Peterborough Cathedral but then moved to Westminster Abbey in 1612 on the orders of her son, James I.

If you're interested in Mary, Queen of Scots, you will enjoy Linda Porter's talk "Three Queens - Catherine Parr, Mary I and Mary, Queen of Scots" - click here.