Black is what we see when the material absorbs all wavelengths of incoming light. White (pure 100% white) is when all wavelengths are reflected. Grey would be the case when all wavelengths are absorbed at (about) the same percentage. The darker the grey, the lower that percentage is.
With that said, it's fairly easy to see that there is no specific wavelength associated with it. You can say that it's not a color in the sense that there is no single wavelength light that looks grey. But that is true for some colors too. Why do you want to classify things as color/no-color? The answer will depend on your purpose, at least to some extent.