Grimes declined to endorse Conway on Monday, when she announced she would seek re-election. She had been considered a potential Democratic candidate for governor following her unsuccessful attempt to challenge Republican U.S. Sen. Mitch McConnell last year.
The deadline to file for governor was Tuesday, and Conway is the only major candidate seeking the nomination. Former congressional candidate Geoff Young is also on the ballot.
In a news release, Grimes said she has known Conway for more than 10 years and said he is a tireless defender of Kentucky farmers and coal miners. Conway campaigned heavily for Grimes during her Senate campaign last year.