According to a BBC News article dated 19th February 2008:
"The Catholic Queen was executed on 8 February 1587 at Fotheringhay Castle in Northamptonshire. Her cousin, Elizabeth I, signed the warrant but later claimed she had given no instruction for its enactment. The original warrant disappeared in the recriminations which followed.
Robert Beale, principal clerk to the Privy Council, was responsible for bearing the warrant to the commissioners.
They were instructed to "repair to our Castell of Fotheringhaye where the said queene of Scottes is in custodie and cause by your commaundement execution to be don uppon her person".
The document, which includes Beale's annotation, was delivered by him to Henry Grey, 6th Earl of Kent - one of the two commissioners who organised the execution. "
From a BBC News August 2006 article ~~~ Mary Queen of Scots Death Mask