Ernest and his brother Beresford served in what was the Grays' family Regiment namely the Gloucestershire Regiment. Their uncle Major Robert James Gray (1866-1948) had retired from the Glosters in 1935. Robert James Gray and his brother Beresford (1863-1899 : the father of both Ernest and Beresford) were the sons of Captain James Gray (1834-1917) of the 28th Gloucestershire Regiment. Ernest and Beresford's father (Beresford) was born in India in 1863 and died at Ladysmith in 1899 during the Boer War.

Robert Arthur Bembridge