Jennifer Grey, or Jenny, is the FBI's Special Infiltration Agent and a master of Guns and serves as an ally during the DofD Tournament towards Ryozanpaku.
Jenny is a young woman with long blond hair down to her waist and a green headband up top. She usually wears white gloves and a light blue dress having a long side on her left leg and the other completely exposes with a blue band on the thigh usually holding her gun and high heels.
During the Eternal Sunset, she still wears her usual headband, but with a new military outfit. She is now seen wearing a revealing short top with a short bulletproof vest worn over it, with armored shoulder plates, black gloves, combat boots, stockings that go just pass her knees, and ripped thigh-high jean shorts that are unbuttoned at the top. She has a string of Hand Grenades strapped to her chest, and a small travel sac filled with various ammunition and a military-grade rifle, both of which see carries on her back, a bandolier belt filled with ammo strapped around her waist, and holsters for her guns.
For her age, Jenny is a strict and serious young woman. She can also be intimidating, such as demanding Kenichi and his friends to stay out of the way during her investigations and pointing her gun at them. However, she does have a childish side, such as demanding (while sobbing) from Sakaki over why Shigure was with him and rolling around while doing so.
Jenny is in love with Shio Sakaki, claiming that she is his fiance, when in fact he claimed that his "love" for her was because he was drunk and didn't know any better. She also becomes jealous when she saw Shigure with Sakaki, threatening him with a gun for "infidelity". Nontheless, she respects him enough to let him choose what he wishes to do, as she chose to let him leave after the tournament ended, seemingly moving on from her love for him. Like her father, she is affiliated with the Katsujinken and uses the codeword "angel" to voice the action of her plans. Unlike her father, Jenny isn't above using her guns to kill somebody, as seen when she angrily shoots the fake Fortuna.
Since her father's death, Jenny had a strong desire to avenge him by killing his killer, Fortuna. She was willing to even put aside her Katsujinken ways just for vengance, something Sakaki tried to reason with her, but her hatred blinded her. However, after seeing Fortuna defeated by the Shinpaku Alliance, all of which were still injuried from there fights before (except Hermit), rather than take her revenge, Jenny laughed out uncontrollably over him being beaten by children (an irony due to her being the same as them) and finally lets go of her hatred and desire for revenge and instead chooses to let him be arrested, thanking Sakaki for teaching her a lesson.
Jenny's main skill's revolve around marksmanship, having been trained by her father, Jenny has great skills to the point of being able to almost never miss. Other than that, she has some skills in martial arts.
- Perfect Aim - Jenny is able to precisely shoot the magazines off of multiple P90 firearms in an instant.
Jenny grew up with her father, Colonal Lancelord Grey and under his training, she became an expert marksman shooter despite her age. She infiltrated the Desperate Fight of Disciples tournement in order to take down Fortuna, wanting revenge for killing her father, Colonal Lancelord Grey.
Jenny is first seen as one of the host women inviting the Ryozanpaku masters and disciples to the DofD tournament. She managed to earn a high position in doing so, as several other soldiers are seen answering to her. She disregards the ruins of the Shinpaku Alliance's boat and proceeds with her agenda.
Jenny approaches Sakaki just as the latter walks out of the colosseum to infiltrate the island, calling upon three weapon masters to capture Sakaki, all along unaware that Shigure was tailing her to the entrance of the base. While in one of the hallways, she uses the codeword "angel" to alert him to the holding cell of the American naval officers that have been captured and immediately turns on the three masters she called, two of whom are defeated by Sakaki and one by Shigure, while Sakaki breaks through the wall and frees the naval officers. The trio then proceed to wreak havoc within the base as American forces land to capture the several mafia bosses on the island.
Jenny later proceeds up to Fortuna's box with Sakaki, commenting on just how calm the master of DofD was. Disregarding Sakaki's suggestions, she unleashes her Colorado Shot on Fortuna, only to realize that the one sitting there was merely a robot. She angrily heads off in search of the real Fortuna.
While looking for Fortuna, Jenny stumbles across the Shinpaku Alliance and, still set on killing her father's murderer, asks them if they have seen Fortuna. She is directed to the fallen figure of Fortuna, defeated by the Shinpaku Alliance, and then laughs off her killing intent, doubling over and laughing at how laughable it was for Fortuna to be "beaten by children", and orders his capture and arrest.
She tells the soldiers to just fire a lot of bullets at them to take them down, opting to batter them within their own armor rather than try to overcome the armor itself. Taking command of the Suicide Corps, she leads the charge against the Yami soldiers to their objective.
As the fighting begins, a soldier sees something unusual and Jennifer sees a large woman-shaped aura past the forest. She notes that rather than see the aura, the other soldiers could probably only feel such a powerful aura at such large a distance. A soldier trembles and says that area is the battlefield of the gods and is no place for ordinary humans. Jennifer tells the soldier to compose himself as she orders her squad to disengage and head towards the source of the aura, hoping that Sakaki does not die in this battle.
As the Battle between the masters intensifies on the other side of the island, Jennifer experiences a large gust of wind and she senses the collision of powerful auras. She looks on as a large explosion occurs at the masters' battlefield as the colliding auras cause a yin-yang symbol to form in the sky.