In July 1967, while working for Reuters in Beijing covering China's Cultural Revolution, Grey was confined to the basement of his house by the Chinese government under the leadership of Mao Zedong, ostensibly for spying but really in retaliation for the colonial British government jailing eight pro-Chinese media journalists who had violated emergency regulations during the leftist riots in British Hong Kong.
While the eight were eventually let go, China then demanded the release of a further thirteen Chinese people jailed in British Hong Kong.
Grey was able to communicate by mail with his mother and girlfriend back in England, but was only allowed two 20-minute visits by British consular officials in the first 17 months of his confinement, and was never formally charged.
He produced a three-part documentary in 1996 and 1997 for the BBC World Service entitled UFO's - Fact, Fiction or Fantasy?.
[citation needed] In 1970, Grey married Shirley McGuinn (16 December 1932 – 24 November 1995), his girlfriend at the time of his imprisonment in China.