

Not knowing who had committed the murder and wanting to protect her family, Grey's mother covered it up, making it appear as though Pardloe had committed suicide at the time, he had been suspected as a Jacobite supporter, and his death was perceived by some as an admission of guilt.

The next day, Grey's father was found dead by his mother, having been murdered in the night. On Grey's twelfth birthday, he was given a pocket watch by his father, identical to the one his brother received on his own twelfth birthday. As an adult, Grey continues to frequent the club, preferring it to White's, of which he is also a member. He was enrolled for The Society for the Appreciation of the English Beefsteak, a gentlemen's club, upon his birth by his godfather, who began taking him there for lunch every Wednesday starting when he was seven. At a young age, he once struck Hal on the leg with a sword, doing no lasting damage but leaving a scar. Grey is a fine swordsman, having first begun lessons at the age of three. Hal is about nine years older than John, and although it is unclear just how much older John's half-brothers are, John was about ten when Edgar married. Grey has three elder brothers: Harold "Hal" Grey, from his parents' marriage, and Paul and Edgar DeVane, half-brothers from his mother's first marriage.

John William Bertram Armstrong Grey was born to Gerard Grey, Duke of Pardloe and Earl of Melton, and his wife Benedicta Grey, née Armstrong.
