In May 1297 Grey's father was left for dead on the field when William Wallace attacked Lanark, but recovered, and was active in various campaigns in the ensuing years.

In May 1303 the elder Grey was captured by the Scots at Melrose Abbey, and after his release was at the siege of Stirling Castle the following spring, where he rescued Henry de Beaumont, with whom he was closely associated for much of his career.

[6] In June 1338 Grey took out letters of protection to accompany William Montagu, 1st Earl of Salisbury on a military expedition to Flanders, and in 1340 served on the Scottish Marches.

[7] In March 1344 "in consideration of his good service beyond the seas as well as within", Grey was made warden of the manor of Middlemast Middleton in Coquetdale, which had come into the King's hands by forfeiture, and was also the recipient of several other smaller grants.

[12] While in captivity at Edinburgh, Grey started to write the Scalacronica, a chronicle in Anglo-Norman French[13] in five parts, which relates both universal and English history from the earliest times.