Easton Grey is a small village and civil parish in north Wiltshire, England. It is on the B4040 road between Malmesbury and Sherston, about 3.5 miles (6 km) west of Malmesbury. The Church of England parish church has a 15th-century tower and was rebuilt in 1836.

The Fosse Way Roman road forms the eastern boundary of the parish. Near where the Fosse Way crosses the Sherston branch of the River Avon is the site of a large Romano-British roadside settlement, possibly with earlier origins.

The village has a 16th-century bridge over the Avon. Overlooking the river valley is Easton Grey House, a country house from the late 18th century. In the 1880s the house was a retreat for the social circle known as The Souls, which included Margot Asquith, and the house a favourite resort of her husband H. H. Asquith during his premiership.

The parish church was designated as a Grade II listed building in 1959. It is constructed of rubble stone with ashlar buttresses, stone slate roofs and a roughcast tower. The tower is at the west end and dates to the fifteenth century. It has three stages and a parapet with battlements. The main structure was built in 1836 and has a nave, a chancel and a porch on the south side. The interior has ribbed Gothic vaulting to the nave and chancel, a thirteenth century font, a Jacobean pulpit, a Gothic organ and box pews from 1836 in the nave.