Grey Lag (1918–1942) was a Thoroughbred race horse born in Kentucky and bred by John E. Madden. At his Hamburg Place near Lexington, Kentucky, Maddon had a good stallion called Star Shoot which he bred to all of his mares. Out of a failed racemare called Miss Minnie who had produced no previous winners, he got Grey Lag. In his later days, Maddon said Grey Lag was the best horse he ever bred.