Henry Grey (17 August 1683 – 9 September 1740) was a British politician, born Henry Neville.
The younger son of Richard Neville of Billingbear House in Berkshire and Katherine Grey, daughter of Ralph Grey, 2nd Baron Grey of Werke, he changed his surname to Grey in 1707 by Act of Parliament to inherit the estates of his uncle Ralph Grey, 4th Baron Grey of Werke, in Northumberland.
He entered Parliament in 1709 at a by-election for Wendover through the influence of his friend Richard Hampden. He successfully contested this seat in 1710, but was defeated at Orford. Financial difficulties and attempts to sell his northern estates precluded him from taking an active part in Parliament. However, he was politically a Whig, voting against peace with Spain in 1711. He was defeated at Berwick-upon-Tweed in the 1713 election, despite the Grey interest in that town, and at a by-election in Wallingford in 1714.
He returned to Parliament in 1719 for Wallingford, which he held until 1722. He was defeated in the 1722 election at Berkshire, but was returned at a by-election in 1723 for Berwick-upon-Tweed, where his brother Grey Neville held the other seat. He inherited his brother's estate of Billingbear House when he died later that year.
He was returned in 1734 for Reading, where he sat until his death in 1740. He had married Elizabeth Griffin, daughter of James Griffin, 2nd Baron Griffin of Braybrooke, but they had no children.