The first marquess was the eldest son of Queen Elizabeth Woodville, a stepson of King Edward IV and a half-brother of King Edward V.[1] According to some reports, the young Grey attended Magdalen College School, Oxford, and he is uncertainly said to have been taught (either at the school or else privately tutored) by the future Cardinal Wolsey.

[2] In 1492, Dorset was required to give guarantees of loyalty to the crown and to make the young Thomas Grey a ward of the king.

[2] Amongst the Queen of England's closest relations, Grey and his younger brothers Leonard and Edward were welcome at court and became courtiers and later soldiers.

[1] Later in 1501, he was 'chief answerer' at the marriage of Arthur, Prince of Wales, and Catherine of Aragon and was presented with a diamond and ruby Tudor rose at a court tournament.

[5] In 1514, with Charles Brandon, 1st Duke of Suffolk, Dorset escorted Henry VII's daughter Princess Mary to France for her wedding to King Louis XII.

[13] In 1524, Dorset's Leicestershire feud with Lord Hastings turned into a fight between hundreds of men, and Cardinal Wolsey took action.

[1][14] Both rivals had to put up a bond for good behaviour of one thousand pounds, and Dorset was sent to Wales as Lord Master of Princess Mary's Council.

[1] In 1529, recalling his role as 'chief answerer' at the marriage of Arthur, Prince of Wales, Dorset was a critical witness in favour of Henry VIII's divorce of Catherine of Aragon.

To help Dorset in dealing with the Scots, he was appointed Lord Warden of the Marches, restored to the Privy Council, and became a gentleman of the chamber.

[19] Elizabeth's brother John Woodville, at the age of twenty, married Catherine Neville, dowager Duchess of Norfolk, then in her late sixties.

[21] Through Jacquetta of Luxembourg, Dorset was descended from Eleanor of England (1215–1275), the daughter of King John and Isabella of Angoulême, and from several other European royal families.

[29] Dorset's granddaughter Lady Jane Grey was the designated successor of King Edward VI by his will, and for nine days in July 1553 briefly sat on the throne of England.

[30] When this rebellion failed, all three were arrested, and Suffolk and his brother Thomas were executed,[30] as were Lady Jane herself and her husband Lord Guildford Dudley.

When he died, he held estates in London and in sixteen counties, amounting to over one hundred manors, and was one of the richest men in England.

[31] His grave was opened in the early seventeenth century and measurement of his skeleton suggested a height of 5 feet 8 inches (173 cm).