E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
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.
Macaulay says: I suspect [the proverb] originated in the preference generally given to the grey mares of Flanders over the finest coach-horses of England.
The French say, when the woman is paramount, Cest le mariage depervier (Tis a hawks marriage), because the female hawk is both larger and stronger than the male bird.