Grey clay bricks (GCBs) are a traditional and unique masonry material for Chinese buildings, and their application is especially prevalent in traditional Chinese architectures. Despite that structural analyses of historical constructions have been a popular area of focus in recent studies, information on the behaviour of GCB masonry structures is still lacking. In this paper, a comprehensive characterization of the mechanical behaviour of GCB masonry by using experimental and numerical methods is presented and discussed. Characterization tests were primarily carried out to determine the mechanical strengths of GCB, cement-based and lime-based mortar, and the bond behaviour between them. Then, a series of tests was performed on GCB masonry prisms and panels to evaluate the compressive, flexure and shear behaviours of GCB masonry, respectively. Finally, numerical models based on the experimental results were setup and further implemented for analysing the nonlinear response of a historical unreinforced masonry building in Macau to obtain the safety level. The combined experimental and numerical investigation evaluates important parameters for the mechanical behaviour of GCB masonry and delivers updated understandings of the structural behaviour of existing GCB masonry buildings in China.