Grayson, LA. Sponsored Topics. Grayson is a village in Caldwell Parish, Louisiana, United States. The population was 531 at the 2000 census. Grayson has an elementary school, but high school students attend the nearby Caldwell Parish High School in the parish seat of Columbia. Across from the elementary school and the Grayson Town Hall is Grayson United Methodist Church, with pastor Chris Wilbur (2011).