Tony Grey graduated in History and practised law in Toronto before emigrating to Australia where he founded and built Pancontinental Mining Ltd, a publicly listed diversified resource company. His involvement in international mining ventures, which have taken him to many faraway locations, informs the books he has written. The Tortoise in Asia (2016), for example, is an historical novel exploring the Silk Road legend that suggests that people form the Gansu province in Western China are descendants of Roman legionnaires due to their Caucasian features.
Grey is a former director of Opera Australia and the Conservatorium of Music, a former Trustee of the Art Gallery of New South Wales, and past Chairman of the Brain Foundation. He was made a Member of the Order of Australia in the 2016 Australia Day Honours.