Grenfell rowed for Oxford in the Boat Race, in the only dead heat race, in 1877, and Oxford's win of 1878. He was President of the Oxford University Boat Club in 1879. He won the silver medal for fencing in the event of team épée at the 1906 Intercalated Games, having been the first person to carry the flag for Great Britain in the parade of nations. In 1908, he was president of the Olympic games held in London. He also served as the president of the Athletic Club and of the Bartitsu Club. He was also the first ever captain of Maidenhead Rowing Club.