In the table-top wargame Warhammer 40,000, the Grey Knights are a mysterious chapter of Space Marines. They act as the military arm of the Ordo Malleus.

The Grey Knights are unique among the Legiones Astartes as the only chapter to have full knowledge of the dark secrets of Chaos - they alone know of the existence of Daemons and of their appearance in the real world, and they alone are equipped to battle and defeat mankind's most terrible enemy. While the Grey Knights are technically members of the Adeptus Astartes, they do not involve themselves with the ordinary activities of the Space Marines. They are instead, a part of the Inquisition, charged with uncovering and expunging the taint of heretical Chaos wherever it is found. Their Chapter Monastery is located on Saturn's moon, Titan.

The Grey Knights are unique in that they have neither ancestors nor decendants. The Chapter's gene-seed is rumoured to have been laid down by the Emperor of Mankind himself some time between the start of the Horus Heresy and the Second Founding. Unusually for a Space Marine Chapter, all Grey Knights are psykers, some of terrifying ability.

The highest rank a Grey Knight can achieve is that of Grand Master: these truly awe inspiring individuals are amongst the greatest of the Emperor's servants. One of the Grey Knight's Grand Masters is usually a member of the inner conclave of the Inquisition. In the Chapter's long history it has the highest honour of all: not one Grey Knight has ever turned to Chaos.