[5] Grey was born a free person of color in December 1829 in Washington, D.C., and moved with his family to Pittsburgh, Pennsylvania, and then to Cincinnati, Ohio, in the 1840s.

At some point he moved his family south from Missouri to the Arkansas Delta, a region with which he would already have been familiar through his steamboat duties.

[3] In 1865, the closing year of the American Civil War, Grey lived in Helena, Arkansas and was the operator and part-proprietor of a grocery and bakery.

He participated in the Little Rock African-American convention that year, a gathering called to discuss the community's response to the ratification of the Thirteenth Amendment and the formal end of slavery in the United States.

His speech is believed to have been the first address spoken by an African American to a presidential nominating convention of a major U.S. political party.

The Democratic Party of Arkansas, which at that time was strongly oriented toward ex-Confederate interests, regained political control of Phillips County in the same year.

[3] Grey was called by historian Harry Ashmore "the outstanding black leader of the period" in Arkansas.