[1] His younger brother, Ralph was an officer in the Army and Whig MP for Berwick who served as the Governor of Barbados.

[2][3] In 1682 Grey achieved notoriety for being found guilty of seducing his wife's sister, Lady Henrietta Berkeley for which he was arrested, tried and ultimately freed.

[4] In 1683 he was arrested for involvement in the Rye House Plot but escaped from the Tower of London in July and fled with Lady Henrietta and her new husband to France.

He was taken prisoner and condemned for high treason, but he obtained a pardon by freely giving evidence against his former associates, and was restored to his honours in June 1686.

During the reign of William III he was made Privy Councillor on 11 May 1695 and, on 11 June 1695, created Viscount Glendale and Earl of Tankerville.