|Season/Episode||Season 3, Special 5|
|Air/Release Date||December 25, 2015|
|Novel Equivalent||DX.1, Life 6|
|Previous||Levia-tan and So-tan ☆|
|Next||True Story! Rossweisse-sensei|
Steamy Grayfia is the fifth Short Special of the High School DxD BorN anime. It was released with the first DVD/Blu-ray volume on December 25, 2015.
At the Gremory House, while Issei is taking a bath, Grayia comes in naked and begins to wash his back which arouses Issei and also while coming on a bit close to him by showing an admiration towards him for defeating many strong enemies. Puzzled by her odd behavior, Issei realizes that she is drunk. Noticing that Issei had been staring at her breast, Grayfia notes that the only ones who have seen her naked are Sirzech and him.
All of sudden, Rias also comes in to join Issei but is shocked at seeing him with Grayia, he tries to explain the situation but Grayfia makes it worse which spurs a battle between her an Rias, Issei tries to stop them but ends up getting hit in the cross fire by Rias. He is then seen flouting in the bath unconscious and burned up.
Original release date: December 25, 2015
(Numbers indicate order of appearance.)