In 1682 Grey achieved notoriety for being found guilty of seducing his wife's sister, Lady Henrietta Berkeley for which he was arrested, tried and ultimately freed.[4] In 1683 he was arrested for involvement in the Rye House Plot but escaped from the Tower of London in July and fled with Lady Henrietta and her new husband to France. He later became one of the leaders of the Monmouth Rebellion, landing with Monmouth at Lyme Regis in June 1685. He was in command of the cavalry, and its defeat on two occasions may have been caused by his cowardice, possibly even by his treachery. He was taken prisoner and condemned for high treason, but he obtained a pardon by freely giving evidence against his former associates, and was restored to his honours in June 1686.
Grey married Lady Mary Berkeley, daughter of George Berkeley, 1st Earl of Berkeley and his wife, Elizabeth Massingberd. They were the parents of at least two daughters: [1]
Lady Mary Grey (b. c. 1678), who married Charles Bennet, 2nd Lord Ossulston, on 3 July 1695. He was later created 1st Earl of Tankerville, new creation, and died on 31 May 1710.[1]