Grey’s ancestors were granted the Essex manor of Thurrock by Richard I in 1194, and numerous members of the family acquired peerages in the Middle Ages.
In 1601 Grey stood for election for Leicestershire but was opposed by the 4th earl of Huntingdon (Sir George Hastings†), the head of the Hastings family and the Greys’ traditional rivals for pre-eminence in Leicestershire, and had to settle for a seat at Grampound.
By the autumn of 1604 Grey’s position at Havering had brought him into conflict with Henry de Vere, 18th earl of Oxford, who wrote to Sir Michael Hickes* on 12 Oct. that he feared he had ‘drawn my lord of Cranborne’s [Robert Cecil†] displeasure upon me’, suggesting that Grey had Cranborne’s favour.
Through his mother’s family Grey had several links with the county of Suffolk. His father was to appoint Anthony Penning of Ipswich one of his executors and his brother-in-law, Sir Anthony Felton, lived at Playford, four miles from the same town. Moreover, his cousin, the 5th Lord Windsor, was married to the cousin of Thomas Rivett, Member for Aldeburgh.
Grey was returned on 24 Apr. 1610 at the by-election for Aldeburgh occasioned by the death of his kinsman Rivett. Two weeks later, on 8 May, he received his only committee appointments of the session, these concerning the elopement bill and the explanatory recusancy bill.
It may have been to retrieve his position that Grey undertook, in June 1611, the management of the Leicestershire purveyance composition,
