Lady is a coastal island parish, which lies in Orkney Council Area, some 25 miles (41 km) northeast of Kirkwall and 35 miles (57 km) northeast of Stromness in Orkney.
It is located in the old county of Orkney, which disappeared following the Local Government (Scotland) Act 1974.
The parish has an area of 25.3 sq. km (9.7 sq. miles). Lady lies next to Cross & Burness parish.