The east window of the Lady Chapel is dedicated "to the glory of God and in memory of William and Frances Danby" by their children, the date of the dedication being 1900.

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William Danby was born in 1807 in Yorkshire, where his family owned land. He married Frances Pascoe from Kingsbridge in 1845, and they moved to Exeter a few years later. They lived at Elmfield House, which is now the Imperial Hotel, and had six children. William and Frances both died in 1897. 

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The window has four main lights. The pair to the left show the Adoration of the Magi, with Joseph standing behind and to the right of the Virgin Mary, who is holding Jesus on her lap and has a rose in her left hand. The three kings stand or kneel before the Holy Family, each with an urn containing his precious gift. The third and fourth lights show the boy Jesus in the temple "sitting among the teachers, listening to them and asking them questions" (Luke 2:46), though from his pose and their expressions, it looks more as if he is instructing them. Mary and Joseph stand behind "astonished".

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Above are a number of smaller lights, in two of which kneeling angels hold banners bearing the text Gloria tibi D[omi]ne qui natus es de virgine - Glory to you O Lord who is born of the Virgin.