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He was the son of Joshua Grigby, a solicitor, and Mary Tubby, and was educated at Clare College, Cambridge. His grandfather, also Joshua Grigby, was lord of the manor of Gonvile Manor, Wymondham, Norfolk.
- Mary M. Drummond, "Grigby, Joshua (?1731–98), of Drinkstone, Suff.", The History of Parliament.
- Augustine Page, A Supplement to the Suffolk Traveller (Ipswich, 1844), 712–13.
- John Venn and J. A. Venn, Alumni Cantabrigienses, 10 vols. (Cambridge, 1922–54), part 1, 2:268.
- The Gentleman's Magazine, 99(Jan–Jun 1829):374.
- Edward J. Davies, "Some Connections of the Birds of Warwickshire", The Genealogist, 26(2012):58–76.