 Bridget was a daughter of John Hussey, 1st Baron Hussey of Sleaford by second wife, Lady Anne Grey.Arthur and Jane were the parents of Thomas Grey, 15th Baron Grey de Wilton, and Bridget, Lady Egerton was their only surviving daughter.Not long after his father's death, Lord Grey de Wilton wrote an affectionate memoir of him, "Commentary on the Services and Charges of William Lord Grey de Wilton", which was not published until the nineteenth century.