He began his career with VfB Gaggenau, before joining Bayern Munich in 1993, as a reserve team player.
He made his debut for the first-team in April 1995, as a substitute for Thomas Helmer in the UEFA Champions League semi-final against Ajax.
He didn't play at all during the 1997–98 season, and in July 1998 signed for Austrian side Grazer AK, managed by former Bayern Munich coach Klaus Augenthaler.
Grimm had a fairly successful season in Austria, as GAK finished third in the league, before he returned to Germany in 1999, to sign for Karlsruher SC of the 2.
Grimm then signed for Eintracht Braunschweig of the Regionalliga Nord, helping them win the title in his second season.