Nació en Aldie, Virginia, Estados Unidos, ^[1]​ y creció en Pottstown, Pensilvania. Conoció el trombón a la edad de cuatro años, tocando en una banda llamada Goodwill Boys, dirigida por su padre. ^[2]​ Durante la Segunda Guerra Mundial sirvió en la Marina de los Estados Unidos, donde continuó tocando el trombón.^[1]​ Poco después de su alta, se unió a la banda de Benny Carter,^[1]​ luego a las bandas de Jimmie Lunceford, Lucky Millinder y Lionel Hampton.^[3]​ En la década de 1950 fue miembro de las grandes bandas de Dizzy Gillespie y Count Basie.^[3]​ Dirigió bandas en la década de 1960 con Billy Mitchell y Jimmy Forrest.^[3]​ Más adelante en su vida grabó con Clark Terry y JJ Johnson.^[3]​ Realizó treinta grabaciones bajo su propio nombre y otras setenta con bandas.^[2]​

Murió en Scottsdale, Arizona, a la edad de 74 años después de sufrir varias dolencias, incluida la diabetes.^[2]​

• Dizzy Atmosphere (Specialty, 1957)
• The Last of the Big Plungers (Argo 1960)
• The Thinking Man's Trombone (Argo, 1961)
• The Al Grey - Billy Mitchell Sextet (Argo, 1962)
• Snap Your Fingers (Argo, 1962)
• Having a Ball (Argo, 1963)
• Boss Bone (Argo, 1964)
• Night Song (Argo, 1963)
• Shades of Grey (Tangerine, 1965)
• Grey's Mood (Black and Blue, 1979)
• Get It Together (Pizza Express, 1979)
• O.D. (Out 'Dere) with Jimmy Forrest (Greyforrest, 1980)
• Struttin' and Shoutin' (Columbia, 1983)
• Things Are Getting Better All the Time with J. J. Johnson (Pablo, 1984)
• Just Jazz con Buddy Tate (Uptown, 1984)
• Al Grey & Jesper Thilo Quintet (Storyville, 1986)
• Al Grey Featuring Arnett Cobb and Jimmy Forrest (Black and Blue, 1987)
• The New Al Grey Quintet (Chiaroscuro, 1988)
• Al Grey Fab (Capri, 1990)
• Live at the Floating Jazz Festival (Chiaroscuro, 1991)
• Christmas Stockin' Stuffer (Capri, 1992)
• Truly Wonderful con Jimmy Forrest (Stash, 1992)
• Centerpiece: Live at the Blue Note (Telarc, 1995)
• Me 'n' Jack (Pullen Music, 1996)
• Matzoh and Grits (Arbors Records, 1998)

Con Count Basie

• The Atomic Mr. Basie (Roulette, 1957)
• Basie Plays Hefti (Roulette, 1958)
• Basie (Roulette, 1958)
• Breakfast Dance and Barbecue (Roulette, 1959)
• Basie One More Time (Roulette, 1959)
• Chairman of the Board (Roulette, 1959)
• Strike Up the Band (Roulette, 1959)
• Dance Along with Basie (Roulette, 1959)
• Kansas City Suite (Roulette, 1961)
• Count Basie/Sarah Vaughan (Roulette, 1961)
• Easin' It (Roulette, 1963)
• Basie Picks the Winners (Verve, 1965)
• Pop Goes the Basie (Reprise, 1965)
• Big Band Scene '65 (Roulette, 1965)
• Basie Swingin' Voices Singin' (ABC-Paramount, 1966)
• Basie Meets Bond (United Artists, 1966)
• Arthur Prysock/Count Basie (Verve, 1966)
• Broadway Basie's...Way (Command, 1966)
• Have a Nice Day (Daybreak, 1971)
• Bing 'n' Basie (20th Century Fox, 1972)
• Count Basie Plays Quincy Jones & Neal Hefti (Roulette, 1975)
• Basie Big Band (Pablo, 1975)
• I Told You So (Pablo, 1976)
• Montreux '77 (Pablo, 1977)
• Prime Time (Pablo, 1977)
• Basie Jam #2 (Pablo, 1977)
• Basie/Eckstine Incorporated (Roulette, 1979)
• Basie Jam #3 (Pablo, 1979)
• Count On the Coast (Phontastic, 1983)
• Count On the Coast Vol. II (Phontastic, 1984)
• Autumn in Paris (Magic, 1984)
• Count On the Coast '58 (Polydor, 1985)
• Live in Stockholm (Magic, 1985)
• Loose Walk (Pablo, 1988)
• Basie in Europe (LRC, 1985)

Con Clarence "Gatemouth" Brown

• San Antonio Ballbuster (Red Lightnin', 1974)
• Atomic Energy (Blues Boy, 1983)
• More Stuff (Black and Blue, 1985)
• Pressure Cooker (Alligator, 1985)

Con Ray Charles

• The Genius of Ray Charles (Atlantic, 1959)
• Genius + Soul = Jazz (Impulse!, 1961)
• At the Club (Philips, 1966)

Con Dizzy Gillespie

• Dizzy Gillespie at Newport (Verve, 1957)
• Dizzy in Greece (Verve, 1957)
• Birks' Works (Verve, 1958)

Con Lionel Hampton

• Newport Uproar! (RCA Victor, 1968)
• Hamp's Big Band Live! (Glad-Hamp, 1979)
• Live at the Blue Note (Telarc, 1991)

Con Jon Hendricks

• Fast Livin' Blues (Columbia, 1962)
• Freddie Freeloader (Denon, 1990)
• Boppin' at the Blue Note (Telarc, 1995)

Con Quincy Jones

• Golden Boy (Mercury, 1964)
• Gula Matari (A&M, 1970)
• I Heard That!! (A&M, 1976)
• Quincy Jones Talkin' Verve (Verve, 2001)

Con Óscar Pettiford

• The Oscar Pettiford Orchestra in Hi-Fi Volume Two (ABC-Paramount, 1958)
• In Memoriam Oscar Pettiford (Philips, 1963)
• Deep Passion (GRP Impulse!, 1994)

Con Clark Terry

• Squeeze Me! (Chiaroscuro, 1989)
• What a Wonderful World (Red Baron, 1993)
• Shades of Blues (Challenge, 1994)

Con otros

• Lorez Alexandria, Early in the Morning (Argo, 1960)
• Ernestine Anderson, Moanin' (Mercury, 1960)
• Louis Armstrong, Louis Armstrong and His Friends (Flying Dutchman, 1970)
• Tony Bennett, Sings Ellington Hot & Cool, (Columbia, 1999)
• Ray Brown, Don't Forget the Blues (Concord Jazz, 1986)
• Ray Bryant, Madison Time (Columbia, 1960)
• Dave Burns, Warming Up! (Vanguard, 1964)
• Joe Bushkin, Play It Again Joe (United Artists, 1977)
• Arnett Cobb, Keep On Pushin' (Bee Hive, 1984)
• Nat King Cole, Welcome to the Club (Capitol, 1959)
• Chris Connor, Sings Ballads of the Sad Cafe (Atlantic, 1959)
• Eddie "Lockjaw" Davis, Jazz at the Philharmonic 1983 (Pablo, 1983)
• Sammy Davis Jr., I Gotta Right to Swing (Brunswick, 1960)
• Buddy DeFranco, Born to Swing! Star (Satelite, 1988)
• Billy Eckstine, Mr. B (Audio Lab, 1960)
• Duke Ellington, Digital Duke (GRP, 1987)
• Ella Fitzgerald, Sweet and Hot (Decca, 1955)
• Ella Fitzgerald, Newport Jazz Festival Live at Carnegie Hall July 5, 1973 (CBS, 1973)
• Dexter Gordon, Settin' the Pace (Proper, 2001)
• Dave Grusin, The Fabulous Baker Boys (GRP, 1989)
• John Hicks, Friends Old and New (Novus, 1992)
• Johnny Hodges, 3 Shades of Blue (Flying Dutchman, 1970)
• Bobby Hutcherson, The Al Grey & Dave Burns Sessions (Lone Hill Jazz, 2004)
• J. J. Johnson, Things Are Getting Better All the Time (Pablo, 1984)
• Leiber-Stoller Big Band, Yakety Yak (Atlantic, 1960)
• Melba Liston, Melba Liston and Her 'Bones (MetroJazz, 1959)
• Jimmy McGriff, Blue to the 'Bone (Milestone, 1988)
• Jay McShann, Some Blues (Chiaroscuro, 1993)
• Lee Morgan/Thad Jones, Minor Strain (Roulette/Capitol, 1990)
• Barbara Morrison, I Know How to Do It (Chartmaker, 1996)
• Joe Newman, Counting Five in Sweden (Metronome, 1958)
• Johnny Pate, Outrageous (MGM, 1970)
• Pony Poindexter, Gumbo! (Prestige, 1963)
• Paul Quinichette, Like Basie! (United Artists, 1959)
• Dianne Reeves, The Grand Encounter (Blue Note, 1996)
• Annie Ross, Music Is Forever (DRG, 1996)
• Buddy Tate, Al Grey, Just Jazz (Reservoir, 1989)
• Leon Thomas, Facets (Flying Dutchman, 1973)
• Mel Torme, Night at the Concord Pavilion (Concord, 1990)
• Robert Trowers, Point of View (Concord, 1995)
• Sarah Vaughan, No Count Sarah (Mercury, 1959)
• Eddie Cleanhead Vinson, Kidney Stew (Black and Blue, 1996)
• George Wein, Swing That Music (Columbia, 1993)
• Frank Wess, Harry Edison, Dear Mr. Basie (Concord Jazz, 1990)
• Randy Weston', Tanjah (Polydor, 1973)
• Ernie Wilkins, Here Comes the Swingin' Mr. Wilkins! (Everest, 1960)
• Joe Williams, Everyday I Have the Blues (Roulette, 1959)
• Joe Williams, Sing Along with Basie (Roulette, 1980)

1. ↑ ^{a b c d} Colin Larkin, ed. (1992). The Guinness Who's Who of Jazz (First edición). Guinness Publishing. p. 174. ISBN 0-85112-580-8. 
2. ↑ ^{a b c d e} Margolis, Bob (28 de marzo de 2000). «Trombonist Al Grey dies at 74». MTV News. Consultado el 14 de mayo de 2021. 
3. ↑ ^{a b c d} Yanow, Scott. «Al Grey». AllMusic. Consultado el 24 de marzo de 2020. 

• Colección Conmemorativa Al Grey/Rosalie Soladar, parte de las Colecciones Internacionales de Jazz de la Biblioteca de la Universidad de Idaho

• Al Grey en Discogs