He appears to have enjoyed the favour and confidence of that dangerously uncertain despot Henry VIII., and in 1512 was constituted Commander-in-Chief of the expedition sent into Spain, designed as an augmentation of the forces of the Emperor Ferdinand in the invasion of Guienne, and with him were associated the second Lord Willoughby de Broke and other noblemen. In 1514, he was with Charles Brandon, Duke of Suffolk, in France at the jousts of St. Denis, and acquired considerable renown; as afterward at the meeting of Henry and Francis in 1521 on the Field of the Cloth of Gold. He was one of the lords who signed the celebrated letter to Pope Clement touching the king's divorce, and subscribed to the articles of impeachment against Cardinal Wolsey. Altogether a pliant and observant courtier probably, who carefully noted, studied, and complied with the errant phases of his grim master's will, the only safe way of getting on with him, and keeping his head on his shoulders, but, of course, requiring the aid of a not too-exacting conscience. He made his will 1530, "_ordered his body to be buried at Astley, near his father, and his executors to make and build a Chapel at Astley, according to the will of his father, with a goodly tomb over his father and mother, and where he himself resolved to be buried_." Together with further bequests "_to found an alms house for thirteen poor men, who were to have twelve pence a week, and a livery of black cotton yearly at a cost of four shillings, and three honest priests to pray for his soul, &c._" Relating to the burial of this nobleman, we append the following, given as a quotation by Burke,-- "The Collegiate church of Astley, founded by Thomas third Lord Astley, whose heiress-general married the ancestor of this Marquis, a most rare and beautiful piece of workmanship, having fallen down, a new chancel was erected by the parishioners. When on opening the vault where the body of the Marquis was laid, a large and long coffin of wood was found, which at the curious desire of some, being burst open, the body which had lain there for seventy-eight years, appeared perfect in every respect, neither perished nor hardened, but the flesh, in colour, proportion, and softness, alike to any corpse newly interred. The body was about five feet eight inches in length, the face broad and the hair yellow. All which seemed to be well preserved from the strong embalming thereof." Henry Grey, third and last Marquis of Dorset, was constituted Lord High-Constable of England for three days at the coronation of Edward VI., 1547. In 1551 made Justice in Eyre of all the King's Forests, and in 1552 Warden of the East, West, and Middle Marches toward Scotland, and 11 October of the same year was created Duke of Suffolk, and installed Knight of the Garter. He married first Katharine, daughter of William, Earl of Arundel, but by her had no issue.