In 1847 Sophy and Robert travelled to Cape Town where he was to establish a new colonial diocese, increase the number of clergy and establish new churches and schools. There were only ten Anglican churches in South Africa at that time. With his death 25 years later, this number had risen to 63. Having grown accustomed to the high standard of living enjoyed by bishops, including an episcopal palace, the Grays emigrated to the Cape with a retinue of servants, furniture and even an episcopal carriage.