Grey was born from the ashes of the doom band from the 90s called Baba Yaga 90. Two of their components, Suzanne "GypsyWitch" and AJ "LunaLoca" met after the band disbanded, and continued walking along the Doom paths with Grey.

Recruited the last Baba Yaga drummer Ty Burham , and along with Troy Swanson on keyboards and Rebekah Dunbar completed the first Grey's lineup.

Ty and Rebekah left the formation, so the search for a new drummer leaded to Becca Gherardini "BitchHammer", consolidating the first full female Grey lineup, who remains strong today.
After several live performances, which began in 2005, the same year they recorded their first demo "Stand Before Doom", in 2008 they released their first LP "Sisters Of The Wyrd" through the Kreation Records label.