Born Marina Ann Hantzis on March 14, 1988, Grey grew up in the Sacramento area of Northern California. After graduating high school one year early at the age of 17, Grey saved money by waiting tables at a steak restaurant in preparation for a move to LA. Upon arriving in the fabled city of fame, she launched her porn career and quickly rose to prominence for her work in the industry, garnering numerous awards and commendations for her exceptional talent for having sex on camera.

Early on in her career she had already earned several AVN Awards, including Best Three Way Sex Scene and Best Group Scene.

Sasha has done some modeling as well. She modeled for French designer Max Azria and American Apparel. She appeared in the music video for "Superchrist" by the Smashing Pumpkins. She is also in the video for the song "Birthday Girl" by The Roots. In 2010, Sasha appeared nude in a campaign for PETA supporting animal birth control.