In Academy Award-winning director Steven Soderbergh's film The Girlfriend Experience Grey played the lead role, "Chelsea", an escort who is paid to act as her clients' girlfriend.  Soderbergh cast her after reading her profile in Los Angeles magazine. In having Grey prepare for her role in The Girlfriend Experience, Soderbergh asked her to watch Jean-Luc Godard's Vivre sa vie and Pierrot le Fou, both starring Anna Karina.  Grey and Soderbergh also interviewed two escorts, and borrowed character traits and behavior from them. Critics had mixed assessments of Grey's performance. Entertainment Weekly found the film "mysterious and arresting", and New York commented that the actors "appear to be improvising (badly)". Violet Blue annotated that "Grey herself is as complex and layered and mesmerizing as a Soderbergh film itself -- that's why Grey's fans cross all kinds of cultural and moral divides".  On Rotten Tomatoes the film received a rating of 66% based on 138 reviews.  In 2016, Glenn Kenny who played the majordomo of an escort-review site, described the Girl Friend Experience as "digital film from another era" with most scenes two-handers.