Jory Cassel is the son of Martyn Cassel, a Northman who died fighting alongside Eddard Stark at the Tower of Joy during Robert's Rebellion. He is also the nephew of Rodrik Cassel, the castellan and master-at-arms at Winterfell. He has served loyally in the service of House Stark for more than eight years and is the captain of Lord Eddard's guard.
He accompanies Lord Eddard to execute a deserter of the Night's Watch, and on the trip back, the party finds a group of direwolf pups in the snow. Jory claims it is an omen that the direwolf had an antler lodged in its throat and the pups were born after the mother had died.
King Robert arrives at Winterfell shortly after and makes Eddard his new Hand of the King. Jory accompanies Lord Stark south to King's Landing to continue serve as the captain of Eddard's household guard. While on the kingsroad, Arya's direwolf Nymeria attacks Prince Joffrey and she and her wolf fled into the woods. Jory is the first to find her and the two chase away the direwolf by throwing stones at her.
While in King's Landing, he takes part in the Tourney of the Hand, proving himself capable despite not being a knight. He also accompanies Lord Eddard to a brothel to find one of Robert's bastards. On the return trip to the Red Keep, they are beset by Lannister guards and Jaime Lannister and he is killed in the street.