On 28 June 1938, Grosvenor was commissioned into the 11th (City of London Yeomanry) Light Anti-Aircraft Brigade, a newly formed Territorial Army unit of the Royal Artillery, as a second lieutenant [REF].
On 1 May 1947, he transferred to the reformed City of London Yeomanry (Rough Riders) and was promoted from his pre-war substantive rank of second lieutenant to major with seniority from 24 April 1944.