Why does my african grey pull out his feathers.

There are so many reasons for feather picking, almost as many as birds that pick. Lack of humidity, poor nutrition, food allergies, falling accidents, severe stress, reaction to sudden change, reaction to vibration like earthquakes, loud television or boom boxes, emotional abuse, jealousy, or seasonal changes, to name a few. Many experts believe that the most common causes are poor nutrition and lack of humidity. Many birds feather picking problems also stem from insecurity's, correlated to poor early socialization or other traumas, such as frequent falling due to clumsiness. There are usually two parts to feather picking, the immediate incident, and then either the continuation until the incident is rectified or manipulation of the birds human by picking because it gets attention and reaction.

When your bird picks, you should take it for a thorough veterinary exam. Once physical cause is ruled out, you may want to contact an avian behavior consultant to help you determine how to help your bird. To avoid possible nutrition and humidity causes before they start, concentrate on giving your bird a well-balanced diet, and ensure that your bird’s room has sufficient humidity levels, and mist her often.

Here is a really great site on just this subject.

http://www.multiscope.com/hotspot/featherpicking.htm