After a period of training in the U.S. and in London, Dr. Grey was appointed a missionary of the WABFMS in 1922. She sailed that same year for Burma.

She was instrumental in the development of the Ellen Mitchell Memorial Hospital. Nurses trained at this hospital served in many parts of Burma. Her family undergirded her work by contributing funds for a building to house the nurses' training school. She herself provided much of the equipment for the building.

When the war came to Burma in 1941, Gray and the staff evacuated the patients before she went to India in January 1942. In April, she flew back to Namkham, Burma, to help in the emergency there while Dr. Gordon Seagrave worked near the front lines. When the fighting became worse, she returned to India, leaving on the last plane to safely leave that area. She worked as a member of the medical staff of the Victoria Memorial Mission Hospital in Hanamkonda and the American Baptist Mission Hospital in Nellore.

In 1945, she returned briefly to Moulmein to investigate damages under the sponsorship of the Red Cross. After a short fulough she returned to Moulmein in Decmber 1946, to help in rehabilitating the medical work at the hospital. She returned to the U.S. in 1957 and retired.