The Dirty Dancing actress made her debut on the reality TV show on Monday night (20Sep10), performing a Viennese waltz to Otis Redding's These Arms of Mine, which appeared on the film's soundtrack.
But when Grey, who played Frances 'Baby' Houseman opposite Swayze in the 1987 movie, first heard the track in rehearsals she broke down because it made her miss her co-star.
In pre-recorded footage, Grey is seen crying and telling her professional dance partner, Derek Hough, "It took me back in a time capsule, and I was with Patrick. I just missed him. He was like you, young and gorgeous."
But the star triumphed in the live show - picking up the highest scores from the judges on the night.
After her dance, panellist Bruno Tonioli said, "Baby is back where she belongs. I know somebody up there is going to be very proud of you."