Grimmjow and Neliel were both a part of Espada, a #6 and a #3 respectively. While in the Arrancar Arc it's unclear if they know each other, it's revealed in chapter 625 that they do know each other.
In chapter 625, after Grimmjow returns, Neliel is seen to interrupt his battle with Ichigo, jumping over him to hug Ichigo. Grimmjow gets annoyed by this and tells her to get away, as she interrupted his battle. To this, Neliel tells him that she doesn't take orders form a No6 like him, since she is No3. They quarrel and get interrupted by Riruka.
"I don't take orders from a №6 like you"