Margaret Clitherow was born as Margaret Middleton, the daughter of a wax-chandler, after Henry VIII of England had split the Church of England from the Roman Catholic Church. She married John Clitherow, a butcher, in 1571 (at the age of 15) and bore him three children. She converted to Roman Catholicism at the age of 18, in 1574. Her husband John was supportive (he having a brother who was Roman Catholic clergy), though he remained Protestant. She then became a friend of the persecuted Roman Catholic population in the north of England. Her son, Henry, went to Reims to train as a Roman priest. She regularly held Masses in her home in the Shambles in York. There was a hole cut between the attics of her house and the adjoining house, to enable a priest to escape in the event of a raid. A house in the Shambles once thought to have been her home, now called the Shrine of the Saint Margaret Clitherow, is open to the public (it is served by the nearby Church of St Wilfrid's and is part of the Roman Catholic Diocese of Middlesbrough); her actual house (10 and 11, the Shambles) is further down the street.

In 1586, she was arrested and called before the York assizes for the crime of harbouring Roman Catholic priests. She refused to plead to the case so as to prevent a trial that would entail her children being made to testify and therefore they would be tortured, and she was executed by being crushed to death – the standard punishment for refusal to plead. She was killed on Good Friday 1586. The two sergeants who should have killed her hired four desperate beggars to kill her. She was stripped and had a handkerchief tied across her face then laid out upon a sharp rock the size of a man's fist, a door was put on top of her and slowly loaded with an immense weight of rocks and stones (the small sharp rock would break her back when the heavy rocks were laid on top of her). Her death occurred within fifteen minutes; she was left for 6 hours before the weight was removed from her corpse. After her death her hand was removed, and this relic is now housed in the chapel of the Bar Convent, York. After Clitherow's execution, Elizabeth I wrote to the citizens of York to say how horrified she was at the treatment of a fellow woman: due to her gender, Clitherow should not have been executed. .

In 2008, a commemorative plaque was installed at the Micklegate end of Ouse Bridge to mark the site of her martyrdom; the Bishop of Middlesbrough unveiled this in a ceremony on Friday 29 August 2008.

St Margaret Clitherow was beatified in 1929 by Pope Pius XI and canonised in 1970 by Pope Paul VI along with other martyrs from England and Wales. The group of candidates canonised at that time is commonly called "The Forty Martyrs of England and Wales". Her feast day in the current Roman Catholic calendar is 26 March.

She is also the patroness of the Catholic Women's League, an organisation of Catholic women founded in 1906, with small groups (known as branches) and sections (groupings of branches, usually along diocesan lines) across the world.