Grimshaw was a Progressive Conservative for many years, and became president of the party's federal Kingston and the Islands association in 2002]. He supported Scott Brison's bid for the party leadership in 2003 ("KWS", 2 June 2003). He later endorsed the party's merger with the Canadian Alliance in 2003-04, and was the founding association president of the resulting Conservative Party of Canada ("KWS", 22 March 2004). Grimshaw has also been a church warden and member of the Synod of the Anglican Diocese of Ontario. [https://web.archive.org/web/20110604104720/http://www.ctv.ca/mini/election2006/candidates/35036_CON.html]