The club was established as Grays Juniors in 1890, before merging with former Southern League club Grays United to form Grays Athletic. The newly formed club joined the Grays & District League, later joining Division Two B of the South Essex League in 1908. They were runners-up in their first season in the division and won it in their second season, earning promotion to Division One for the 1909–10 season. The club were founder members of the Athenian League in 1912, but the league closed down in 1914 due to World War I and Grays transferred to the Premier Division (Amateur) of the London League. They won the division in their first season, with the reserves also winning Division One. The league was suspended at the end of the 1914–15 season, with Grays rejoining in the Premier Division when it restarted in 1919–20.