Grey married Magdalene, daughter of William Purefoy of
Caldecote by Catherine (or Katherine) Wigston.
Burke's Landed Gentry mentions his wife having a sister named Dorothy Purefoy who married
Roger Dudley and was mother to
Thomas Dudley,
Governor of Massachusetts, however, other sources identify Susanna Thorne as the mother of Thomas, and Susanna's mother as Mary Purefoy. Anthony and Magdalene had twelve children, all born in Burbage: • Grace (29 April 1593 – ). Married James Ward of
Hugglescote Grange Leicestershire •
Henry, 10th Earl of Kent (24 November 1594 – 28 May 1651). • Magdalene (14 November 1596 – September 1668). Married John Browne of
Stretton en le Field see
Cave-Browne • Christian (8 May 1598 – 5 June 1681). Married the Rev. Theophilus Burdett, rector of
Burton Overy, in 1626. • Faithmyjoye (1599–1602). • Priscilla (1601–1665). • Patience (b. 1603). Married a man of the Wood family. • John (April 1605 – September 1605). • Job (b. 1606), rector of
Burbage and
South Kilworth Leicestershire • Theophilus (1608 – 30 March 1679) • Nathaniel/Nathaniell (1613 – 9 May 1683). • Presela (b. 1615). ==Ancestry==