Anne Say (born c. 1453 – died between 1484 and 1494) was an English baroness through her marriage to Sir Henry Wentworth in c. 1470 until her death. She was the daughter of Sir John Say (1441–1483) and his wife Elizabeth Cheney, Lady Say. She was the maternal grandmother of Jane Seymour, the third wife of King Henry VIII of England, and a great-grandmother of Edward VI.

Anne Say was born c. 1453 to Sir John Say and Elizabeth Cheney, Lady Say, the daughter of Sir Lawrence Cheney and his wife, Elizabeth Cockayne daughter of John Cokayne (died 1429) and Ida de Grey. Ida was a daughter of Welsh Marcher Lord Reginald Grey, 2nd Baron Grey de Ruthyn and Eleanor Le Strange of Blackmere.^{[1][better source needed]} Through her mother, Ida was a direct descendant of Welsh Prince Gruffydd II ap Madog, Lord of Dinas Bran.

Anne's father represented Hertfordshire in several Parliaments from 1453 to 1478 and was chosen to serve as speaker from 1463 to 1465 and again 1467 to 1468. From 1455 to 1478, he held the post of under-Treasurer of the Exchequer and from 1476 that of Keeper of the Great Wardrobe. Through her mother's first marriage to Sir Frederick Tilney, of Ashwellthorpe, Norfolk, and Boston, Lincolnshire, Anne was the half sister to Elizabeth Tilney. Both sisters would be the grandmothers to three of King Henry VIII's wives, Elizabeth being the grandmother to Anne Boleyn and her cousin, Catherine Howard, and Anne being the grandmother to Jane Seymour.

Anne had six other siblings. They were:

• Sir William Say (1452–1529), MP and Sheriff^[2]
• Thomas Say, of Liston Hall, Essex
• Leonard Say, clerk, Rector of Spaxton, Somerset
• Mary Say, married Sir Philip Calthorpe
• Margaret Say, married Thomas Sampson
• Katherine Say, married Thomas Bassingbourne^{[3][better source needed]}

On about February 25 1470, Anne married Henry Wentworth, of Nettlestead, Suffolk. He was the only son and heir of the courtier Philip Wentworth (d. 18 May 1464) of Nettlestead, Suffolk, beheaded after the Battle of Hexham, and Mary Clifford. The couple had six children:

• Richard Wentworth (about 1480 – 17 October 1528), Baron le Despencer and Sheriff of Norfolk and Suffolk.^{[4][better source needed]}
• Edward Wentworth.^{[5][better source needed]}
• Elizabeth Wentworth (died after 22 September 1545), who married firstly, Sir Roger Darcy (d. 30 September 1508) of Danbury, Essex. She was appointed to wait on Catherine of Aragon in October 1501.^{[6][non-primary source needed]} She married secondly, as his second wife, Thomas Wyndham (d. 1522) of Felbrigg, Norfolk.^[7]
• Margery Wentworth (c. 1478 – c. October 1550), who married, before 1500, John Seymour, by whom she was the mother of Jane Seymour, third wife of Henry VIII and mother of Edward VI.^{[8][9][10][11]}
• Jane Wentworth.^{[5][better source needed]}
• Dorothy Wentworth, who married, as his second wife, Sir Robert Broughton.^{[5][better source needed]}

Anne's exact year of death remains a mystery. She was last mentioned in 1484, and her husband Henry Wentworth married his second wife Elizabeth Neville (died September 1517) on October 22, 1494. Therefore it is evident that she had died between 1484 and 1494. She is believed to be buried at Newsham Abbey, Lincolnshire, England, where her husband would later join her in c. 1499.

• Alsop, J.D. (October 2009) [2004]. "Wyndham, Thomas (d. 1554), naval officer and navigator". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/30146. (Subscription or UK public library membership required.)
• Beer, Barrett L. (2004). "Jane (née Jane Seymour) (1508/9–1537), queen of England, third consort of Henry VIII". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/14647. (Subscription or UK public library membership required.)
• Kirby, J.L. (2008). "Say (Fynys), Sir John (d. 1478), administrator and speaker of the House of Commons". Oxford Dictionary of National Biography (online ed.). Oxford University Press. doi:10.1093/ref:odnb/24764. (Subscription or UK public library membership required.)
• Richardson, Douglas (2004). Everingham, Kimball G. (ed.). Plantagenet Ancestry: A Study in Colonial and Medieval Families. Baltimore, Maryland: Genealogical Publishing Company, Inc.
• Richardson, Douglas (2011). Everingham, Kimball G. (ed.). Magna Carta Ancestry: A Study in Colonial and Medieval Families. Vol. III (2nd ed.). Salt Lake City. pp. 237–8. ISBN 978-1449966393.{{cite book}}: CS1 maint: location missing publisher (link)
• Richardson, Douglas (2011). Everingham, Kimball G. (ed.). Magna Carta Ancestry: A Study in Colonial and Medieval Families. Vol. IV (2nd ed.). Salt Lake City. p. 289. ISBN 978-1460992708.{{cite book}}: CS1 maint: location missing publisher (link)
• Taylor, Ida Ashworth (1822). Lady Jane Grey and Her Times. London: Sherwood, Neely and Jones. Retrieved 14 March 2011.