Mr. grey entered the naval service, in H. M. S. Alexander, of 74 guns, as far baek as the latter part of the year 1778, under the immediate and particular patronage of Captain Richard Kempenfelt, with whom he continued, till that officer was appointed captain of the Channel fleet, (1776) under Sir Charles Hardy. Having the choice, to follow his captain into the Victory, the commander-in-chief's ship, or remain in the Alexander, he preferred the latter, as a more active ship.–Lord Longford succeeded Captain Kempenfelt, in the command of the Alexander; and, with him, Mr. Grey served, as master's mate, until Admiral Darhy took the chief command of the fleet; soon after which, by the joint interest of Captain Kempenfelt and Lord Longford, he was removed into the Britannia, Captain J. Bradley, the flagship of the commander-in-chief.

Mr. Grey was next appointed fourth lieutenant of the Prothée, of 64 guns, Captain C. Buckner, then under orders for the West Indies; but, prior to her sailing, he was superseded by Lieutenant Peckingham, who was going out to john Sir George Rodney, on promotion. He consequently returned to the Britannia, in which he continued till some time after Admiral Darby's relief of Gibraltar.