Grey mare is an older phrase used to refer to a woman who has the final say in a marriage. Here's an excerpt from the Dictionary of Phrase and Fable (1898) explaining the term:
The Grey Mare is the better horse. The woman is paramount. It is said that a man wished to buy a horse, but his wife took a fancy to a grey mare, and so pertinaciously insisted that the grey mare was the better horse, that the man was obliged to yield the point.
The phrase sometimes appears outside of the saying, as in this translation of Martial's epigram 560epigram 560 (book X, epigram LXIX), which describes a wife with excessive control over her husband as a grey mare:
You have the husband's latch-key, he has none;
You are the grey mare, Polla, when all's done.
This passage in Latin literally describes putting a husband in the place of a wife (translation in italics):
Custodes das, Polla, viro, non accipis ipsa. Polla, you give your husband guards that you don't receive yourself
Hoc est uxorem ducere, Polla, virum. This is making your husband into a wife, Polla.
That said, you may notice something about all of these excerpts. They come from sources that date to the start of the 20th century. Grey mare, rather like henpecked husband, is old-fashioned because of its many pejorative associations. These terms come from a sexist topos that women exerting power in a marriage is contrary to an established order, and a man who allows his partner to make decisions is diminished.