The chatshow presenter hosted a star-studded fancy dress event at his home this week, with Grimshaw being one of many celebrities pictured outside the bash.
However, Ross told The Mirror that the Radio 1 Breakfast Show DJ was not on the guest list.
He said: "Grimmy, I've never met him. I haven't listened to his show because it's on too early.
"My wife's never met him either. I don't think I know anyone who knows him properly.
"He just turned up. He didn't say hello. Not to me, my wife, the kids, anyone.
"I saw him out of the corner of my eye and thought: 'Who's that? I don't know who that is.'
"He can't come next year. I'm actually gonna put a picture on the door saying: 'Let anyone in apart from this guy.'"
Ross added that Primal Scream's Bobby Gillespie was not invited, yet he was found looking for a toilet in the upstairs of his home.
"That's not okay!" Ross said. "I mean, we forgive him - he's had his years in the wilderness - but it's still odd. Maybe he thought he was at his house."
Ross also claimed that Kate Moss was not originally included as a guest, but arrived after Stella McCartney asked if she could pass on her invitation.
"It was so awkward, hard to say no. But Kate looked great and had really good manners," he said.
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