In Newcastle he attended lectures by Henry Moyes (on a tour of Britain) and was greatly influenced by his thinking.

Grey's discourses were presented in a scholarly style and fervent manner, leading the way for Andrew Mitchell Thomson and Thomas Chalmers.

Four years after this last change of post, Grey clashed with Andrew Thomson, and they took opposite sides in the Apocrypha Controversy; they had been warm personal friends.

In the jubilee year of his ministry, a public testimonial was presented to him, which was turned into a foundation for the Grey Scholarships in the New College, Edinburgh.

[4] Grey retired from active ministry in 1857 with Free St Mary's being taken over by Rev Thomas Main.

[9] Grey died suddenly in his eighty-first year, on Thursday 13 January 1859[4] at his home 5 East Claremont Street, a very large Georgian flat on the eastern fringe of the Edinburgh New Town.

[10] He is buried in St Cuthbert's Churchyard at the west end of Princes Street[11] with his wife Margaretta (1786–1858) and children Emily Isabella and George Edward Grey.

Their children included:[2] A marble bust of Henry Grey stands in New College, Edinburgh, sculpted by Patric Park in 1853.