Grimshaw was born in St. Catharines, Ontario. He holds a Bachelor of Arts degree in Political and Economic Science and a Master of Arts degree in War Studies, both from Royal Military College of Canada. He was a professional army officer for thirty-nine years before retiring in 1996], and received training as a paratrooper ("Kingston Whig-Standard", 5 January 2006). Grimshaw saw action with NATO forces in Germany as a member of the British army, and served with the United Nations detachment in Cyprus.