Born in Greenock, Grey moved to Ireland when he was a young man. He made a living as a portrait painter in Dublin and was particularly popular amongst the Scottish communities living there. Lord Londonderry and Lord Powerscourt became his patrons and they entertained him in the Highlands. Grey exhibited in The Royal Hibernian Academy in 1837 alongside regularly showing at The Royal Scottish Academy. Towards the end of his career his subject matter was dominated with Scottish scenery.