User blog comment:B214/Volume 23 discussion blog/@comment-77.188.219.183-20170424231130/@comment-31137559-20170425003631

Well yes since he's marrying into the Gremory family. But as we've seen in Ex, Issei still has his original last name along with Gremory. And it seems like he's known more by Hyoudou than Gremory. In certain situations, he would have to use the Gremory surname over Hyoudou.