He was the only surviving son of Lord John Grey of Pirgo, Essex, and Mary Browne, daughter of Sir Anthony Browne and his first wife, Alice Gage. He succeeded his father in 1564 and was knighted in 1587. Grey"s main ambition was to re-establish his family"s position in Leicestershire lost by his father"s attainder.
Henry succeeded to his father"s estate at Pirgo near Havering Essex when aged 17.
He was educated at Christ Church, Oxford. He attended on the Queen six months of each year.
Five years later he was appointed one of the Queen"s Gentlemen Pensioners and was lieutenant of the band — head personal bodyguard — from 1589 to 1603. Otherwise based 20 miles away at Pirgo in Essex he filled many local and county duties, was appointed deputy lieutenant of the county from 1586-1590 and was elected knight of the shire (Member of Parliament) for the county of Essex in 1589. He was made Master of the Buckhounds in 1596.
He had been put on the commission of the peace for Essex about 1569 and in 1600 was described as the county"s senior justice.
By this time, 1603, he had managed to reacquire most of his family"s estates lost by his father"s attainder. Those in Leicestershire centred on Bradgate Park in its manor of Groby a few miles from Leicester.
As the new Lord Grey of Groby, aged 58, he took up residence at Bradgate and devoted most of his energies to strengthening his family"s position in the County. This included reviving the feud and intense competition between the Greys and the Hastings earls of Huntingdon which had enlivened and divided Leicestershire for much of the early sixteenth century.
He died at Bradgate Park on 26 July 1614, a new widower, and was buried in the family chapel there.
Sir John Grey, who married Elizabeth Nevill, died suddenly, in October 1611 in his father"s lifetime. Their son became the first Earl of Stamford. Henry Grey, "slain in Holland"
Ambrose Grey, father of Mary, Lady Wrottesley, wife of Sir Walter Wrottesley 1st Baronet
George Grey, who left no surviving children
Mary Grey, who married William Sulyard and Thomas Steward but left no surviving children
Frances Grey, wife of Anthony Felton of Playford.
