She also has had guest roles on Chicago Med, Code Black, How to Get Away with Murder, Drunk History and the period television drama series The Alienist.

[4] Grey also guest-starred on Season 2 of the CBS TV medical drama Code Black as Beth Jensen a young queer woman battling abdominal pains.

[9] On June 3, 2016, it was announced that she was cast alongside Michael K. Williams, Phylicia Rashad, and Whoopi Goldberg to play trans activist and civil rights pioneer Seville Anderson in the ABC mini-series When We Rise.

[10] As a singer, she opened for Swedish singer-songwriter Zara Larsson in October 2016, and completed a twelve city summer music tour in 2017.

The drama tells the story of afriendship between a black midwestern trans woman and a 10 year old kid played by Jackson Robert Scott in 1980s Kansas City.

Later that year, Alexandra along with several other actors, including Audra McDonald, Sterling K. Brown, Renée Elise Goldsberry and Joe Morton, performed for the Public Theater in NYC the Shakespearean monologue "To Be or Not to Be" from Hamlet in honor of Juneteenth.

She played the role of Parker Phillips, an ambitious electrical engineer and the newest addition to the MacGyver team, until the show's cancellation in early April 2021.

She will play the main character Tonya, a trans woman whom travels from Mississippi to California to pursue her dreams but finds love in all the wrong places.

She played the main character Queen, an charismatic sex worker whom longs for acceptance and family, adapted and directed by Billy Porter.

Grey's role marked the first time a transgender performer lead a production in New York City Center ENCORES twenty-eight year history.