He was a younger son of Charles Grey of Morwick Hall, Northumberland and his first wife, Catherine (or Katherine) Maria Skelly, granddaughter of the Duke of Gordon.

He served with the 75th in the war against Tipu Sahib, including the battle of Malavelly and the storming and capture of Seringapatam (where he was awarded a medal).

He was at the combat of El Bodon, the siege of Ciudad Rodrigo, including the scaling of the faussebraie and storming of the greater breach, which was carried by the 2nd-5th, during which operations he was twice wounded, and in the action at Fuenteguinaldo (Peninsular medal).

In the Gwalior campaign, at the head of the left wing of the army, he defeated a force of twelve thousand Mahrattas at Punniar on 29 December 1843, the day when the main body of the Mahratta army was defeated by Hugh Gough, 1st Viscount Gough at Maharajpore.

[3] Grey married in 1830 Rosa Louisa, only daughter of Captain Sturt of the Royal Navy, by whom he had no issue.