Grady played for the Philadelphia Phillies, New York Giants, Washington Senators, and St. Louis Cardinals.

Grady was one of the first players from Chester County, Pennsylvania, to play Major League Baseball.

[citation needed] Grady made his major league debut on April 24, 1894 as a member of the Phillies.

Grady hit .363 over the course of his rookie season, during which the pitching mound was moved back to its current distance of 60 feet, 6 inches from the plate and three Phillies outfielders batted over .400.

After a shaky rookie season during which he posted a .900 fielding percentage, he improved his defense considerably, rounding out his career with a .950 mark in that category.