Clifford Grey was born Percival Davis to parents George and Emma (nee Lowe) Davis, on 5 January 1887 in Birmingham, England. He received his education at King Edward VI School in Birmingham, England. Throughout his life he was also known as Clifford Gray, Tippy Grey, Tippi Grey, Tippy Gray, and Tippi Gray.

In 1912, Grey married Dorothy Maud Mary Gould. They had two children, and Grey adopted Gould's daughter.

Grey is said to have been a member of the USA's 1928 and 1932 Olympic bobsleigh teams, under the pseudonym Tippy Grey. Various sources debate whether Percival Davis, Clifford Grey, and Tippy Grey were the same person.

Throughout his career, Grey composed lyrics for over 3000 songs, including numerous songs for West End and Broadway shows, and British films. Grey is also credited for writing for over thirty-five films.

During the Second World War, Grey joined the Entertainments National Service Association (ENSA). He died 1941, aged 54, after suffering a heart attack, after the concert party he was presenting in Ipswich, Suffolk, was bombed.