Henry, eldest son of Thomas Grey, Marquis of Dorset, and Margaret Wotton, succeeded his father in the Marquisate in 1530. He married Frances, elder daughter of Charles Brandon, Duke of Suffolk, and Mary Tudor, daughter of King Henry VII of England, and became the father of the Ladies Jane and Katharine Grey. He was a weak, unprincipled creature who owed his importance entirely to his marriage and his wealth. He followed John Dudley, Duke of Northumberland, who gave him, in 1551, the Dukedom of Suffolk; and was, thus, involved in the attempt of that schemer to change the succession in June 1553. Suffolk displayed considerable cowardice when the plot failed and the lives of himself and his daughter, Jane, were in grave danger. For the moment he escaped with a fine, but, when Wyatt's revolt broke out, he fled to the Midlands and tried to raise his own tenantry against Queen Mary. This attempt collapsed. Suffolk went into hiding, was discovered, found guilty of high treason and executed in February 1554. The best thing that can be said for him is that he was a firm Protestant and he met his death with courage.