Alexandra Grimal was born May 28, 1980, in Cairo, Egypt, into a family of scholars rather than musicians: her father is the Egyptologist Nicolas Grimal, her mother the linguist Geneviève Defradas-Grimal, her grandfathers the Latinist Pierre Grimal and the Hellenist Jean Defradas. Her brother, David Grimal, became a classical violinist. She grew up between Egypt and Paris on a diet of classical music and jazz, started classical piano and composition at five, and switched her focus to saxophone at thirteen after hearing Louis Armstrong, John Coltrane, and Miles Davis.

Her training was thorough and international. In 2000 she enrolled at the Royal Conservatory of The Hague to study under saxophonist and clarinetist John Ruocco, then in 2003 joined the jazz department of Finland's Sibelius Academy in Helsinki on a Socrates exchange scholarship. She took her bachelor's degree in 2004 and a master's in 2005, both from The Hague, and began further study at the Paris Conservatory in 2005 before diploma-equivalency issues cut that chapter short. In 2007 she drew wider notice by placing at the International Competition for Young Soloists in Fribourg, Switzerland — the beginning of a run of soloist prizes and fellowships that would follow across the next two decades.

She made her recording debut as a leader in 2008 with Shape, a trio session with organist Antonin Rayon and drummer Emmanuel Scarpa recorded live at the Sunset in Paris and released on the Marge label. A year later came Filigrane, a co-billed quartet date with pianist Édouard Ferlet, trumpeter Airelle Besson, and drummer Fabrice Moreau, and Seminare Vento, her first release under her own name alone, cut at Studio La Buissonne with Giovanni Di Domenico on piano, Manolo Cabras on bass, and João Lobo on drums — the start of a duo partnership with Di Domenico that would recur across her catalog for the next fifteen years.

2009 proved pivotal. Grimal won a fellowship from the Fondation Jean-Luc Lagardère that funded a session in New York that December with three towering figures of American improvised music: alto saxophonist Lee Konitz, bassist Gary Peacock, and drummer Paul Motian, whose own careers are covered in full in Lee Konitz's JazzProfiles.com profile and Gary Peacock's JazzProfiles.com profile. The resulting album, Owl's Talk, was recorded December 15–16, 2009, at a New York studio and released in 2010 on Hôte Marge — a rare, fully-billed quartet meeting between a French saxophonist barely thirty and three musicians who had each already shaped the vocabulary of postwar jazz improvisation.

The years that followed alternated between duo intimacy and larger ensemble writing. Andromeda (2012, Ayler Records), composed while she was in residence at the MacDowell Colony in the winter of 2010–11, paired her with guitarist Todd Neufeld, bassist Thomas Morgan, and drummer Tyshawn Sorey — a quartet built for open, spacious improvisation rather than song form. Chergui (2014) returned her to a studio-recital duo with Di Domenico, recorded over two nights in a Paris theater. From 2014 to 2018 she was also a member of Olivier Benoît's Orchestre National de Jazz, appearing on the ensemble's Europa series (Paris, Berlin, Rome, Oslo) and its 30th-anniversary concert; her ONJ colleagues bassist Sylvain Daniel and drummer Éric Echampard became her trio on 2017's Kankū, a commission from the Scène Nationale d'Orléans.

Her catalog since has kept expanding in both directions — toward larger forms and toward radical reduction. Nāga (2019, Ovni Records), her seventh leader album, is a double-disc septet work built around texts and voice with vocalist Lynn Cassiers, guitarist Marc Ducret, pianists Benoît Delbecq and Jozef Dumoulin, drummer Stéphane Galland, and guitarist Nelson Veras, originally conceived for a 2014 Strasbourg festival. The same year brought Désordre, a spare duo record with the veteran bassist and vocalist Joëlle Léandre. At the opposite extreme, Refuge (2022, Relative Pitch Records) is solo soprano saxophone, recorded alone in the double revolution staircase of the Château de Chambord for its natural reverberation. She and Di Domenico returned to duo work again with Shakkei (2025, Relative Pitch), recorded in a Ghent chapel and named for the Japanese landscaping technique of "borrowed scenery." Alongside these formal releases she has run a prolific self-released digital catalog since 2020 — including The Monkey in the Abstract Garden, a two-part diptych for soprano saxophone and voice/electronics made with Benjamin Lévy — distributed independently rather than through a label.

Her honors include two MacDowell Fellowships (2009, 2012), a Tavitian Fellowship as a composer (2011), a nomination for the Victoires du Jazz instrumental revelation award (2010), and recognition in France's 100 Femmes de Culture in 2023.

Reviewers consistently single out the control and purity of Grimal's sound, especially on soprano — one Jazz Journal critic described her "dusky tenor" and "searching soprano voice," and drew a direct comparison to the vocal-instrumental partnership of Steve Lacy and Irene Aebi when discussing her work alongside vocalist Lynn Cassiers on Nāga. That comparison points at a real throughline in her output: voice and saxophone in close dialogue recur across Nāga, Désordre (with Joëlle Léandre), and The Monkey in the Abstract Garden, where Grimal herself sings and speaks as much as she plays. Her music moves comfortably between structured composition and full improvisation, and her titles increasingly borrow from Japanese aesthetic vocabulary — Kankū ("empty sky"), Shakkei ("borrowed scenery") — reflecting an interest in negative space and silence as compositional material rather than absence. The 2009 session with Lee Konitz, Gary Peacock, and Paul Motian remains the clearest evidence of where she sits in the broader lineage of free-associated jazz improvisation: three elder statesmen of that tradition treating her, on record, as a full equal rather than a guest.