 In 1638 the king knighted Grandison at Windsor, together with the Prince of Wales and Thomas Bruce, 1st Earl of Elgin.He was a friend of Edward Hyde, who in a eulogy reported that "he had sometimes indulged so much to the Corrupt opinion of Honour, as to venture himself in Duels".In 1639, Grandison married Mary Bayning, then aged fourteen, one of the daughters of the late Lord Bayning, who was heiress to a fortune of £180,000, and the next year they had a daughter, Barbara Villiers, who was christened on 27 November 1640 at St Margaret's, Westminster.