Grey's sympathies were wholly with the evangelical portion of the church, then gradually acquiring position and power. He gained attention and preferment: his first charge was the parish of Stenton in East Lothian. This was a quiet place, where he spent 12 years. In 1813 he was called to St. Cuthbert's Chapel of Ease, a charge recently formed by Sir Henry Wellwood-Moncreiff, 10th Baronet, his colleague-minister in St. Cuthbert's parish. Grey's discourses were presented in a scholarly style and fervent manner, leading the way for Andrew Mitchell Thomson and Thomas Chalmers.
In 1821 Grey was appointed to the New North Church, one of the parish churches of Edinburgh, and four years after to St. Mary's, a church recently erected by the town council in a new part of the town. Four years after this last change of post, Grey clashed with Andrew Thomson, and they took opposite sides in the Apocrypha Controversy; they had been warm personal friends. In the ecclesiastical struggle of the next few years, Grey opposed the civil courts. At the disruption of 1843 he left the Church of Scotland for the Free Church, and had a new church built for him in the parish of St. Mary's. In the year after the disruption, 1844, he was chosen to fill the chair of the church's General Assembly. In the jubilee year of his ministry, a public testimonial was presented to him, which was turned into a foundation for the Grey Scholarships in the New College, Edinburgh. Grey had taken part in agitation against slavery in the West Indies. A political reformer, he was the target of adverse criticism from some who agreed with his religious views.
Death
Grey retired from active ministry in 1857 with St Mary's being taken over by Rev Thomas Main. Grey died suddenly in his eighty-first year, on Thursday 13 January 1859 at his home 5 East Claremont Street, a very large Georgian flat on the eastern fringe of the Edinburgh New Town. He is buried in St Cuthbert's Churchyard at the west end of Princes Street with his wife Margaretta and children Emily Isabella and George Edward Grey. The grave lies in the north-east corner of the northernmost section, abutting the churchyard of St John.
Memorials
A marble bust of Henry Grey stands in New College, Edinburgh, sculpted by Patric Park in 1853.
