The account will see Grey handling advertising, interactive, direct and promotional marketing for four BMW regions - Eastern, Central, Western and Southern - as well as the second-hand business nationwide.
Before the move, Grey was the incumbent on the Western region. The rest of the work was split between Publicis New York, Publicis Dallas and GSD&M in Austin.
Jim Heekin, the chairman and chief executive of Grey Group, said: "We are very proud of our partnership with BMW and excited by its vote of confidence."