Lord Russell was accompanied from Newgate to Lincoln's Inn Fields, where the execution took place, by Tillotson and Burnet. He spoke a few words on the scaffold, expressing his affection for the Protestant religion, and denying knowledge of any plot against the King's life, or the government. He left a paper of considerable interest from a general point of view justifying his action in relation to the Popish Plot and the Exclusion Bill. As to his trial, he asserts that he never saw Sheppard but once, and then there was no undertaking as to seizing the guards and no one appointed to view them. It may have been discoursed of then and at other times, but he never consented to it, and once at Shaftesbury's he strongly protested against it. He had an intention to try some sherry when he went to Sheppard's; but when he was in town the duke of Monmouth came to me and told me he was extremely glad I had come to town, for my lord Shaftesbury and some hot men would undo us all, if great care be not taken; and therefore for God's sake use your endeavours with your friends to prevent anything of this kind. He told me there would be company at Mr. Sheppard's that night, and desired me to be at home in the evening, and he would call me, which he did: And when I came into the room I saw Mr. Rumsey by the chimney, although he swears he came in after; and there were things said by some with much more heat than judgment, which I did sufficiently disapprove, and yet for these things I stand condemned. It is, I know, inferred from thence, and was pressed to me, that I was acquainted with these heats and ill designs, and did not discover them; but this is but misprision of treason at most. So I die innocent of the crime I stand condemned for, and I hope nobody will imagine, that so mean a thought could enter into me, as to go about to save myself by accusing others; the part that some have acted lately of that kind has not been such as to invite me to love life at such a rate.... I know I said but little at the trial, and I suppose it looks more like innocence than guilt. I was also advised not to confess matter of fact plainly, since that must certainly have brought me within the guilt of misprision[30]. And being thus restrained from dealing frankly and openly, I chose rather to say little, than to depart from ingenuity, that by the grace of God I had carried along with me in the former parts of my life; so could easier be silent, and leave the whole matter to the conscience of the jury, than to make the last and solemnest part of my life so different from the course of it, as the using little tricks and evasions must have been.