The papers of Rev William Grey consist of the following series: diaries (EGR4/8/1), pocket diaries (EGR4/8/2), travel journals (EGR4/8/3), texts of sermons (EGR4/8/4), financial papers (EGR4/8/5), correspondence (EGR4/8/6) and other papers (EGR4/8/7).
The papers of Rev Harry Grey and his wives contain a sketch and letters sent by William Grey to his father and mother during his childhood (EGR4/6/1/1/5-7, /10-11). There is a bundle of 36 letters from William Grey to his father and stepmother (EGR4/6/1/4); the earliest of these were written while William Grey was at Oxford, but the majority date from his time in Newfoundland. There is also a letter from Rev Francis Henry White to Rev Harry Grey concerning the negotiations over the marriage of William Grey and Harriet White (EGR4/6/1/1/17). The papers of Harriet Grey, wife of William Grey, include seven letters from her husband (EGR4/9/1/1-7). The papers of various members of the Grey family contain an account by Rev Harry Grey of his son's return to England and of his religious state (EGR4/10/22/13), and letters from William Grey to his sister Frances Charlotte Elizabeth and an unknown sibling (EGR4/10/23-25 & /28). The papers of the White family contain letters from William Grey to his wife's family (EGR5/2/4/31, /40, /45, /50, /54 & /56-57).