Grum-Grshimailo was born in the Mogilev province to Efim Grigoryevich Grum-Grzhimailo (1824-1870), a sugar and tobacco producer, and his wife Margarita Mikhailovna née Kornilovich.
He described his travels and was elected member of the Russian Geographical Society, receiving a Przhevalsky medal in 1891.
He helped develop saddles for the carriage of guns and heavy equipment.
He also designed a goniometer for artillery users and camping gear for soldiers.
In 1920 he was arrested during the Russian Civil War and in 1921 he was sent to Butyrka prison where he died.