This anonymous noblewoman was the wife of an important nobleman and statesman, and one of countless victims of Charles Augustus Milverton. She blamed Milverton for causing her husband's death by shock after Milverton sent him several compromising letters when the lady refused to pay him blackmail. She arranged to have a meeting with Milverton in his home by posing as a disgruntled maid willing to sell compromising letters belonging to the Countess d'Albert.
This meeting coincidentally proceeded while Sherlock Holmes and Dr John Watson were hidden in Milverton's study, attempting to burgle Milverton's letters on behalf of Lady Eva Brackwell. After Milverton let her into the room, she removed her veil, and Milverton immediately recognized her. She accused Milverton of causing the death of her husband, and Milverton responded by demanding she leave. Instead, she vowed to save others from her fate, and shot him several times with a small revolver. After he was dead she stomped on his face before escaping.
Inspector Lestrade was assigned to investigate the case, but because Holmes and Watson had been seen leaving the house he was convinced Milverton was killed by two men in a burglary attempt. Holmes refused to help with the case, publicly because of his hatred for Milverton but secretly to not implicate himself, so it was unlikely Lestrade would catch the woman. Later, Holmes realizes who the woman was, and takes Watson to a store displaying photographs of well-known celebrities, where he shows Watson a photograph of the woman in a diamond tiara and court dress. When Watson learns the name of her husband, he is amazed, but Holmes puts a finger to his lips and the two walk away.