He was born in Zanesville, Ohio, a town founded by his mother's ancestors. Growing up there, he developed interests in fishing, baseball and writing, all which would later contribute to his acclaim. He won a baseball scholarship to the University of Pennsylvania, where he studied dentistry to please his father, graduating in 1896.
While sporadically practicing dentistry, he often visited Lackawaxen, Pennsylvania, to fish the upper Delaware River. It was there where he met Lina Roth, who was to become his wife, whom he called "Dolly." With her help, he began to focus more on his writings, publishing his first fishing story in 1902. When they married in 1905, they moved to a farmhouse in Lackawaxen.
He became especially interested in the West in 1907, after joining a friend on an expedition to trap mountain lions in Arizona. Grey wrote steadily, but it was only in 1910, and after considerable efforts by his wife, that his first western, Heritage of the Desert, became a bestseller. It propelled a career churning out popular novels about manifest destiny and the "conquest of the Wild West." Two years later he produced his best-known book, Riders of the Purple Sage (1912). He formed his own motion picture company, but in a few years sold it to Jesse Lasky who was a partner of the founder of Paramount Pictures. Paramount would make a number of movies based on his writings.
He became one of the first millionaire authors. Over the years his habit was to spend part of the year traveling and living an adventurous life and the rest of the year using his adventures as the basis for the stories in his writings. Some of that time was spent on the Rogue River in Oregon, where he maintained a cabin he had built on an old mining claim he bought. He also had a cabin on the Mogollon Rim in Arizona.
He was the author of over 90 books, some published posthumously and/or based on serials originally published in magazines. Many of them became bestsellers. One of them, “Tales of the Angler’s El Dorado, New Zealand” helped establish the Bay Of Islands in New Zealand as a premier game fishing area.
Grey first visited New Zealand in 1926 and caught several large fish of great variety, including mako shark, a ferocious fighter which presented a new challenge. He established a base at Otehei Bay Lodge on Urupukapuka Island which became a magnet for the rich and famous. He continued to fish in New Zealand for many years and his prolific articles in international sporting magazines highlighted the uniqueness of New Zealand fishing which has produced heavy-tackle world records for the major billfish, striped marlin, black marlin, blue marlin and broadbill.
Zane Grey died in 1939 and was interred at the Union Cemetery in Lackawaxen, Pennsylvania, where the National Park Service maintains the Zane Grey Museum.