Jennifer Grey, known as Jenny, is the FBI's Special Infiltration Agent and an expert in firearms. She first appeared in Battle 200 at the age of 20. Her type is Dou, and she practices Katsujin Ken martial arts with a focus on weapons. Jenny joined the D of D Tournament to take down Fortuna, driven by a desire for vengeance over her father Colonel Lancelord Grey's death.
Jenny claims to be engaged to Shio Sakaki, though her affection is unreciprocated; Sakaki only professed his "love" while intoxicated. This leads to jealousy when she sees Shigure with Sakaki, resulting in her threatening him with a gun for perceived infidelity. Like her father, Jenny uses the codeword "angel" to signal her plans but differs by being willing to use lethal force, demonstrated when she shoots the fake Fortuna in anger.
Initially, Jenny is seen among the hostesses inviting Ryozanpaku masters and disciples to the tournament, securing a high position where other soldiers report to her. Ignoring the wreckage of the Shinpaku Alliance’s boat, she continues with her mission. Approaching Sakaki as he exits the Colosseum, she summons three weapon masters to capture him, unaware that Shigure follows her. Inside the base, Jenny uses the codeword "angel" to reveal the location of captured American naval officers and then turns against the three masters. Sakaki defeats two, while Shigure takes down one, freeing the officers. Together, they cause chaos within the base as American forces arrive to apprehend mafia bosses.
Jenny and Sakaki proceed to Fortuna's box, noting his calm demeanor. Dismissing Sakaki's advice, she fires her Colorado Shot at Fortuna, discovering it was merely a robot. Frustrated, she sets out to find the real Fortuna. During her search, she encounters the Shinpaku Alliance and asks if they've seen Fortuna. Directed to his defeated form, Jenny laughs off her intent to kill, mocking how absurd it was for children to defeat him, before ordering his arrest.
