There is no doubt that our present Chapel is on the same site (except for the chancel) as the Chapel provided for John le Grey in 1315. In 1539 Pension ordered that in consideration of the wishes of the King (Henry VIII) the image of Thomas à Becket should be removed from one of the windows.

In 1893 the building was restored and remained until it was destroyed by enemy action in 1941. From 1941 to 1960 a room in the Common Room building was used for Divine Service. When rebuilding took place the Chapel was enlarged and the original stained glass windows, which had been removed for safety, were replaced.

The east window, originally erected in 1895, commemorates four archbishops who were either members or preachers of Gray's Inn: they are Whitgift, Juxon, Wake and Laud, and the centre panel depicts Thomas a Becket.The rebuilt chapel was designed by the late Master Sir Edward Maufe, the architect of Guildford Cathedral.