Greenlay first entered political life in 1930 as the Secretary-Treasurer of the Rural Municipality of Portage la Prairie. In 1943, persuaded by his childhood friend, Douglas Lloyd Campbell, to pursue Provincial politics, he was first elected to the Manitoba legislature in a by-election held on November 18, 1943, replacing Toby Sexsmith. At this time, Manitoba was governed by a coalition of Liberal-Progressives and Conservatives. Running in Portage la Prairie, Greenlay easily won election as a pro-coalition Conservative. Shortly after his election, the Conservatives renamed themselves as Progressive Conservatives.