"I was a member of a small company of emigrants, who were attacked by an overwhelming force of hostile Sioux, which resulted in the death of a large proportion of the party, in my own capture, and a horrible captivity of five months' duration. Of my thrilling adventures and experience during this season of terror and privation, I propose to give a plain, unvarnished narrative, hoping the reader will be more interested in facts concerning the habits, manners, and customs of the Indians, and their treatment of prisoners."

Fanny Kelly (1845–1904) was a North American pioneer woman captured by the Sioux and freed five months later. She later wrote a book about her experiences called Narrative of My Captivity among the Sioux Indians in 1871.