Born in Swinton, Greater Manchester, Grimes began his footballing career with Barr Hill Lads' Club in Salford before signing for Manchester United where he spent two years in the academy before signing for Bolton Wanderers. He was then released by Bolton at the age of 16 and went on trial at Manchester City. Grimes signed his first full-time contract as a trainee with Manchester City in 2006 but made no appearances for City. He joined Swindon Town on a one-month loan in March 2007, where he made four substitute appearances. In May 2007, Grimes signed his contract with the club. At the end of the 2007–08 season saw Grimes being released by the club.
Millwall
He joined Millwall on 1 August 2008 on a free transfer. He scored his first senior goal in the 3–0 win at Chester City in the FA Cup First Round. His impressive display at the club earned a new contract with the club, which keep him until 2011. He scored his first league goal in a 3–1 victory away at Cheltenham Town, after the team had gone 1–0 down due to an own goal. Grimes had been the fan favourite when the supporters chant "I say, I say, I say, I say – Ashley, Ashley!", which is reference of former Coronation Street butcher Fred Elliott. The 2009–10 season saw Grimes first team opportunities limited. His potential move to Crawley Town was blocked by Manager Kenny Jackett, citing injury situation at the club. Grimes joined Lincoln City on loan making his debut on 30 October 2010 in a 2–2 draw away at Wycombe Wanderers. By late-November, Grimes loan spell with the club was extended until January, before it was extended until the end of the season. Up to and including the 8 March 2011, Grimes has played 21 games in all competitions in his loan spell. He has scored 16 goals, including a hat-trick against Stockport County in a 4–3 away win. Despite both the manager's and player's, himself, wishes to sign a permanent deal, Though winning Player of the Season of 2010–11, Grimes future with Lincoln City appears to be uncertain following Lincoln City relegation to the Non-League Football Conference and ruled out playing in League Two ahead of the 2011–12 season. At the end of the 2010–2011 season Grimes was released after his contract expired with the club.
Rochdale
Despite being linked with a move to Colchester United, Grimes signed a two-year contract with League One side Rochdale on a free transfer after his contract had expired at Millwall. He expressed excitement at working with Steve Eyre; he said "I have agreed to sign and I'm very pleased to be linking up with Steve Eyre once again". After making his debut in the opening game of the season, in a 2–0 loss against Sheffield Wednesday, Grimes scored his first goals for Rochdale when he bagged a brace in Rochdale's 3–2 win after extra time against Chesterfield in the League Cup on 9 August 2011. Grimes have since slowly produced a goal scoring form, including a scoring two braces this season against Wycombe Wanderers and Bury. The club would be relegated to League Two after finishing twenty-four place and Grimes played under manager Eyre and John Coleman. In 2012–13 season, Grimes was linked with a move to League One side Crawley Town, but Coleman insists Grimes remains happy at the club. Grimes, himself, turned down a move to Crawley Town, citing Coleman's management style. Following a slow goal-scoring form and lack of playing for recent week, having featured with cameo appearances from the bench. After being on the bench for the next two matches, Grimes scored four goals in two consecutive games against Aldershot Town and Cheltenham Town. However, Grimes' goal scoring form began to fade and scoring ten goals, just behind Bobby Grant, who scored sixteen. At the end of the 2012–2013 season, Grimes was among eight players to be released by the club.
Bury
After leaving Rochdale, Grimes signed for Bury in June 2013 on a two-year deal. Grimes was previously linked with a move to Rotherham United. However, Grimes struggled in the first team, having been overshadowed by strikers and went on to make 18 appearance in all competitions. Grimes was also fallen out with manager Ronnie Jepson. As a result, Grimes was placed on the transfer list. However, on 24 July 2014 ahead of a new season, Grimes left Bury by mutual consent.
Walsall
On 25 July 2014 – the following day after having left Bury – it was confirmed that Grimes has signed a one-year deal with Walsall. Grimes made his debut for the Saddlers in a 1–1 draw against Port Vale in their first game of the season on 9 August 2014. On 1 February 2015, Grimes scored his first goal since April 2013 in a 1–1 home draw against Gillingham. In June 2016 he joined Southport.