Thomas was Elizabeth's son by her first marriage, to Sir John Grey. He was created Marquess of Dorset on April 18, 1475 and summoned to Parliament on November 15, 1482. In January 1482/3 on the death of his grandmother Elizabeth, he became Lord Ferrers of Groby. He joined the Duke of Buckingham's 1483 rebellion against Richard III. When the rebellion failed he fled to Brittany to join Henry Tudor, the future Henry VII.
Thomas first married Anne Holland, only daughter of Anne of York, dowager Duchess of Exeter and sister of Edward IV. After she died young without issue he married Cecily Bonville, Baroness Harington and Bonville, a niece of Richard Neville Earl of Warwick and stepdaughter of William Hastings, Edward IV's close associate. By the latter marriage Lady Jane Grey was his great-grand-daughter.
Arms of Henry Grey, 1st duke of Suffolk and 3rd marquess of Dorset.
The son of ThomasGrey, 2nd Marquess of Dorset and of Margaret Wotton, he became the 3rd Marquess of Dorset in 1530 after his father died.
Mary had Henry Grey beheaded on February 23, 1554, after his conviction of treason for his part in Sir Thomas Wyatt's attempt (January – February 1554) to overthrow her after she announced her intention to marry King Philip II of Spain.