Grey fought for Henry VII against the Yorkist pretender Lambert Simnel at the Battle of Stoke Field on 16 June 1487.
Earlier that year he had attended court on the visit of King Philip I of Castile (1504–1506) A letter from William Makefyr to Robert D'arcy and Giles Alington of 17 January 1506 reads [CRT190/45]: "The Earl of Kent was mounted on a sorrelled horse, harness of Venice gold with a deep fringe half a yard in length.
My Lord of Kent's Coat was one bar of Gold Cloth and another crimson Velvet with a demi-mache cut off by the elbow…a true soldier too, and a favourite of Henry but survived this pageant a very short time, dying within the year".
[citation needed] Grey married Anne (died 30 July 1489), daughter of Richard Woodville, 1st Earl Rivers, and Jacquetta of Luxembourg.
They had a single son: Grey secondly married Catherine (died 1506), daughter of William Herbert, 1st Earl of Pembroke and Anne Devereux.