Grey Wind was discovered as a pup with his other littermates, after their mother was killed by a stag. He was selected by Robb and developed a special bond with him. He later defended Bran Stark and killed Wallen, a wildling, who was trying to harm him. During the War of the Five Kings, he followed Robb to battle.
He followed Robb into battle more times, and killed men at the Battle of Oxcross. Grey Wind sensed the impending betrayal of House Frey before the Red Wedding and killed House Frey dogs at the Red Wedding before he and Robb were both killed. As an insult to House Stark, his head was sewn onto Robb's corpse.