Grays were Premier Division runners-up in 1920–21, before winning the division in 1921–22. In 1924 the club joined the Kent League but after two seasons in mid-table, they returned to the London League in 1926. The return was a success as the club were Premier Division champions in 1926–27 and runners-up in the next two seasons, before winning the title again in 1929–30. After finishing as runners-up in 1930–31, the club spent most of the 1930s in mid-table, although they won the league's Challenge Cup in 1936–37.