He appears to have been a man of very great indifference to his domestic concerns; as the Duke of Monmouth, under whose banners he enlisted himself, was generally believed to have an intrigue with Lady Grey. In an account of a mock apparition, which that lady is supposed to witness, she is made to state, "That on Saturday, the 29th of January, 1680, being alone in her closet about nine o'clock at night, she heard a voice behind her, which mildly said, _sweetheart_. At which she was at first not at all frightened, supposing it to be an apparition, which she says has often of late appeared to her _in the absence of her lord_, in the shape of a _bright star and blue garter_, but without hurting, or so much as frightening her." Lord Grey, ignorant or indifferent about these scandalous reports, went step for step with Monmouth in all his projects. He was a man of a restless temper, and lively talents, which he exercised in the service of the popular party. He was deep in the Rye-house Plot, and probably engaged in the very worst part of it; at least, Lord Howard deposed, that Grey was full of expectation of some great thing to be attempted on the day of the king's coming from Newmarket, which was that fixed by the inferior conspirators for his assassination. Upon the trial of Lord Russel, Howard was yet more particular, and said, that upon a dark intimation of an attempt on the king's person, the Duke of Monmouth, "with great emotion, struck his breast, and cried out, 'God so! kill the king! I will never suffer them.' That Lord Grey, with an oath, also observed upon it, that if they made such an attempt, they could not fail." Ramsey charged Lord Grey with arguing with Ferguson, on the project of the rising at Taunton. Grey, on the first discovery of this conspiracy, was arrested, but, filling the officers drunk, he escaped in a boat, and fled into Holland. He was afterwards very active in pushing on Monmouth to his desperate expedition in 1685. He landed with the duke at Lyme, and held the rank of general of horse in his army. Like many other politicians, his lordship proved totally devoid of that courage in executing bold plans, which he displayed in forming or abetting them. At the first skirmish at Bridport he ran away, although the troops he commanded did not follow his example, but actually gained a victory, while he returned on the gallop to announce a total defeat. Monmouth, much shocked, asked Colonel Mathews what he should do with him? who answered, he believed there was not another general in Europe would have asked such a question. Lord Grey, however, fatally for Monmouth, continued in his trust, and commanded the horse at the battle of Sedgemore. There he behaved like a poltroon as formerly, fled with the whole cavalry, and left the foot, who behaved most gallantly, to be cut to pieces by the horse of King James, who, without amusing themselves with pursuit, wheeled, and fell upon the rear of the hardy western peasants.