Initially a pianist, Madeleine Grey studied at the Conservatoire with Alfred Cortot, but soon became recognised for her voice which had qualities of both soprano and mezzo-soprano. She gave the first performance in 1920 of the orchestral version of Deux mélodies hébraïques.
Writing about her to the conductor Ernest Ansermet in 1921, Ravel said: "Je vous la recommande volontiers: c'est une interprète des plus remarquables: joli voix, assez puissante (la voix) et très claire. Et, ce qui est appréciable, diction parfaite. Grâce à elle on a entendu Shéhérazade autrement qu'un poème symphonique." (Chalupt, , p.178).
She became one of the composer's favourite interpreters and a friend; they undertook a concert tour together in Spain and Portugal in 1928, and Ravel asked her to make the first recording of the Chansons madécasses in 1932. (This recording together with the Chants hébraïques has been re-issued on CD; the performances were conducted or supervised by Ravel, but it is uncertain whether he was also playing the piano in the recording.)
Madeleine Grey was engaged to sing the Chansons madécasses at a festival in Florence in 1933, but, through the rising influence of antisemitism in Italy, she was replaced by another singer. Ravel wrote to protest, and said of her performance of the work: "En effet, depuis la création parfaite de Bathori, il y a déjà bien des années, cette œuvre fort difficile a été reprise par beaucoup d'artistes, et non des moindres: aucune sinon MG n'en a rendu aussi fidèlement le caractère." (Orenstein , letter 326).