Henry Grey, 4th Baron Grey of Codnor (1435 – April 1496) was an English nobleman. Having initially supported the House of Lancaster during the Wars of the Roses, he later gave his allegiance to the victorious King Edward IV. Despite a record of controversy and feuding with other members of the nobility, he enjoyed the confidence of the King, who appointed him Lord Deputy of Ireland, an office in which he was not a success. He retained the favour of Richard III and Henry VII, both of whom made him grants of land.
He was the only son of Henry Grey, 3rd (6th) Baron Grey of Codnor, and Margaret Percy, who later remarried Sir Richard Vere, younger son of John de Vere, 12th Earl of Oxford. He was only nine when his father died. In 1461 he fought for Henry VI at the Second Battle of St. Albans; but after the Yorkist victory at the Battle of Towton he was rapidly pardoned, as part of Edward IV's effort to secure widespread support among the nobility.
He was one of the principal magnates in Derbyshire and Nottinghamshire, and like many nobles of the time, was prepared to assert his power by force, even in open defiance of the law. In 1467 a serious feud erupted between Lord Grey and the Vernon family, in which one of the Vernons was killed. The King appointed a particularly strong commission of oyer and terminer headed by his brother George, Duke of Clarence, to restore order in the region. The commission does not seem to have been successful, and the following year Grey and the Vernons were made to swear oaths not to intimidate the jurors appointed to investigate the matter. One difficulty in settling the feud was that while the Duke of Clarence favoured the Vernons, the King was said to favour Grey.