An "agitated and agitating" child by her own admission, Grimaud started studying the piano at nine at the Aix Conservatoire, simply as a channel for her surplus energy. After only three years, she was able to play Schumann's Papillons, the first movement of Beethoven's Waldstein Sonata, and Fauré's Barcarolle No. 5 impressively, and she entered the Paris Conservatory at 13. There, as an impatient and rebellious student of Jacques Rouvier, Genevieve Joy, and Christian Ivaldi, she insisted on learning repertory at a faster pace than the conservatory allowed; on her own, she arranged to play the Chopin Concerto in F minor with the conservatory orchestra back in Aix when she was 14. Rouvier, impressed, gave a tape of that concert to a producer for Denon and that company, initially not realizing Grimaud's age, recorded her in Rachmaninov's Sonata No. 2 and Etudes-Tableaux, Op. 33. That CD garnered a Grand Prix du Disque; Grimaud was only 16. In 1987 she began playing concerts outside the conservatory, including an engagement at age 18 with Daniel Barenboim and the Orchestre de Paris (only her fourth public concert).
She maintains friendships with Barenboim, Martha Argerich, and Gidon Kremer and greatly admires the work of Vladimir Horowitz and Glenn Gould. Grimaud shares Gould's fascination with clear counterpoint and Argerich's and Kremer's general intensity. Yet her treatment of Brahms, for example, avoids attention-getting extremes of tempo and instead follows what she has called a "pulsation that's very close to the ideal heartbeat," while also clarifying the textures. She is willing to take risks in performance, but only those that she feels illuminate the music rather than spotlight the soloist. In Rachmaninov, she emphasizes what she calls the music's "nobility of heart" and lyricism rather than its virtuosity. She has continued a busy schedule of international performances with some of the world's most prestigious orchestras, focusing on concertos of Beethoven, Rachmaninov, Brahms, Schumann, Ravel, and Bartók. As a recitalist she has toured with repertoire including the works of Arvo Pärt, John Corigliano, Beethoven, Chopin, Schumann, and Brahms. Grimaud cites an appearance at The Last Night of the Proms in 2008 as a personal highlight of her career.