Grey was a son of Henry Grey (1520–1545) and Margaret St. John. His paternal grandparents were Henry Grey, 4th Earl of Kent and Anne Blennerhassett.

He was a younger brother of Reginald Grey, 5th Earl of Kent and Henry Grey, 6th Earl of Kent.

He married Susan Cotton, daughter of Sir Richard Cotton. They had two children:

• Henry Grey, 8th Earl of Kent (c. 1583–1639).
• Susan Grey (bur. 13 December 1620). Married Sir Michael Longueville. They were parents to Charles Longueville, 12th Baron Grey de Ruthyn.

He served from 1615 to his death as Lord Lieutenant of Bedfordshire. At first alone in his position, from 1621 jointly with his son Lord Grey de Ruthyn.

• The Complete Peerage

• A Grey family pedigree