When the team started with the Negro Southern League in 1920, they were headed by John Staples, named the president of the club.
[1] The team was managed that year by Henry Hannon, who also played first base[2] and other positions during the first season.
In 1920 the Grey Sox made it into the league pennant race with a 3-0 perfect game win over Atlanta.
[4] In 1921, The Grey Sox were a member of the Negro Southeastern League.
[5] Several players who had previously played the club stayed with the team when the NSL became a major league in 1932, including Paul Hardy, Matthew Jackson, Felix Manning and Everett Nelson.