"Army issue frag grenade. Pull the pin and throw, then get your ass under cover! Remember to wait for the BANG before looking up."
―Description in GTA CW.
Grenades are highly destructive to both people and objects, including vehicles — in most GTA games, conventional vehicles can be destroyed with a single grenade, and people will almost always be killed if within the blast radius. Grenades are ideal for taking out enemies hiding behind cover, and for scattering tight-knit groups of foes.
Grenades can, of course, be just as dangerous to the player as to enemies, and must be deployed carefully to avoid the grenade bouncing back to the player.
In Grand Theft Auto IV, the player can drop a live grenade to the ground, but must run for cover before it detonates. One can also 'cook' a grenade (hold onto it while it counts down) for a short time before throwing it. It begins beeping if it is held for too long, and if not thrown, will explode in the player's hands, causing Niko/Johnny/Luis to get wasted. In Grand Theft Auto IV, grenades are in fact much more lethal to the player than to enemies -- unless a grenade explodes very close to an enemy, they will likely survive, despite being thrown by the explosion.
Grenades can be dropped while driving, and are more effective for in-car use than Molotov Cocktails, due to their far superior radius of effect, however the player must take care to remain on the move while using grenades — the player's own car can easily be caught in the explosion if it does not move on immediately. A popular multiplayer tactic is to cook a grenade, then walk up to a group of unsuspecting players and let it detonate; this tactic, called Martyrdom, is useful for killing a large group at the expense of the perpetrator's own life. This is only advised in Free Mode.
The enemies will run away from a grenade that is about to explode, making it more challenging for the player against the enemies in open.
Grenades function the same way as in GTA IV, the only difference being that the grenade is more effective on enemies and has a much quieter "beeping noise" so overcooking a grenade is far more lethal than before.
GTA Vice City, GTA San Andreas, and GTA Liberty City Stories
In 3D Universe games (excluding GTA San Andreas), if the player throws a grenade in the water, the grenade will not show an explosion or waves created by explosion's vibrations, but the explosion's sound can still be heard. Also, if the player throws a grenade very high up in the air, the grenade again will not show an explosion (only seen in GTA Vice City and GTA Liberty City Stories)
In GTA San Andreas, if a grenade direct hits any victim, it will cause the target to fall to the ground. However, it's possible to kill a target with a direct hit of a grenade.
In GTA V, Chop will try to fetch grenades if thrown in place of a Ball.
In GTA Liberty City Stories there is a (possibly) glitch involving the Grenade. Go to Callahan Point (near the road leading to some jettys). Sometimes there are a lot of cars that cross the road. Take a grenade and attempt to blow every vehicle in your sight, don't move around, just stay on Callahan Point. Every new car spawned and driving on the road must blow up. After some minutes, you will see some cars driving angrily onto you. The drivers are the ones you previously killed during the explosions, but will be driving different vehicles. They will attempt to ram and hit you to death.
On the Social Club image, the markings on the grenade reads M61, which is a type of grenade used by the United States Army during the Vietnam War. In-game however, the markings read "M69A1", which is closer to the designation of the Grenade Launcher in The Lost and Damned and The Ballad of Gay Tony.
In 3D Universe games, the player can take more than one direct grenade blast before dying. In HD universe games however, one direct grenade blast will kill the player.