General Grey's papers mainly concern matters relating to his position in the royal household but include political and military correspondence, on such topics as army reorganisation and reform, the Crimean war, the Indian army, parliamentary reform, Fenian plots and the state of Ireland, the Schleswig-Holstein question, and the crown of Greece. His wife's papers are primarily of social interest.
The volumes include original letters from Grey while private secretary to his father, the 2nd earl, and numerous diaries and journals (some of which relate to his travels to Turkey, Canada and the U.S.A., and on the continent), as well as financial records and game books. They also include diaries of his daughter, Sybil, Duchess of St Albans (d.1871), which describe her travels in Egypt and on the continent 1867-71, with some photographic illustrations.