Arthur Grey was the eldest son of The 13th Baron Grey de Wilton and Mary, daughter of The 1st Earl of Worcester. He was a Knight and he was recorded as being Lord Lieutenant of Buckinghamshire on two separate occasions, in both 1569 and 1587, though it is not recorded if he held that title for all the years in between. He probably went with his father to Guisnes in 1553; certainly he was there when the French declared war in 1557; his eyewitness account of his father's last desperate defence of Guisnes, after Calais itself has fallen, remains the best source for the episode. Like his father he became a hostage but was ransomed a year later. He succeeded his father as 14th Baron in 1562; the family fortune was by then much reduced by the heavy ransom required to free his father. Elizabeth I, however, restored the property forfeited by his father for his part in the Lady Jane Grey affair. In 1580, he recruited a force of 6,000 and was sent as Lord Deputy of Ireland to quell the Second Desmond Rebellion, replacing the notoriously brutal Sir William Pelham. His first main encounter was when he led an army of about 3,000 in the Battle of Glenmalure, County Wicklow in August, where his army was routed by Fiach McHugh O' Byrne, with casualties of 800. Later in the same year, he led a force of 800 to Ard na Caithne in County Kerry where he massacred 600 Irish, Italian and Spanish troops who surrendered, a notorious incident known as the Siege of Smerwick. According to some versions of this event, Lord Grey de Wilton promised the garrison their lives in return for their surrender, a promise which he broke – this resulted in the Irish proverb 'Grey's faith'. By 1582, the rebellion was in its last throes and he was recalled to England, leaving Munster devastated by famine. He had been largely successful in restoring order, but the justice of some of his actions was criticised, including the Smerwick massacre, and the hanging of the former Chief Justice, Nicholas Nugent, on what seems to have been no more than a suggestion that he had been complicit in the Desmond Rebellion.
Not long after his father's death, Lord Grey de Wilton wrote an affectionate memoir of him, Commentary on the Services and Charges of William Lord Grey de Wilton, which was not published until the nineteenth century. It deals mainly with his father's military campaigns in Scotland and France, and has been highly praised by historians for the vivid first-hand account of the last days of English rule in Calais and Guisnes.