Grady is the first openly gay police chief in Kentucky. He was formerly a bi-vocational pastor (until coming out and being asked to resign by his church), was married to a woman (doing what was expected at the time), and has two adult daughters. He has known he was gay since childhood, but lived as a straight, conservative man until 2018.

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 He is passionate about social justice, criminal justice reform, equality and diversity. The arts and travel are interests he shares with his fiancé, Devin.

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Grady has a PhD in pastoral ministry (a hybrid of theology and practical ministry) and is the author of Gay and Gray: My Journey to the Rainbow.