Grigsby was born in Rockbridge County, Virginia. He attended Washington College (later, Washington &amp; Lee University). He became a farmer and served in the Mexican War. When the Civil War erupted, he became a major in the 27th Virginia Infantry in the Stonewall Brigade in 1861 and lieutenant colonel later that year. After the regiment's commander, Col. John Echols, was wounded at Kernstown on March 23, 1862, Grigsby got command and led the regiment throughout the remainder of the Valley Campaign, the Seven Days Battles, and the Northern Virginia Campaign. When Col. William Baylor, the acting commander of the Stonewall Brigade, was killed at Second Bull Run, Grigsby took over the brigade.