A map $c:V(G)\rightarrow\{1,\dots,k\}$ of a graph $G$ is a packing $k$-coloring if every two different vertices of the same color $i\in \{1,\dots,k\}$ are at distance more than $i$. The packing chromatic number $χ_ρ(G)$ of $G$ is the smallest integer $k$ such that there exists a packing $k$-coloring. In this paper we introduce the notion of \textit{Grundy packing chromatic number}, analogous to the Grundy chromatic number of a graph. We first present a polynomial-time algorithm that is based on a greedy approach and gives a packing coloring of $G$. We then define the Grundy packing chromatic number $Γ_ρ(G)$ of a graph $G$ as the maximum value that this algorithm yields in a graph $G$. We present several properties of $Γ_ρ(G)$, provide results on the complexity of the problem as well as bounds and some exact results for $Γ_ρ(G)$.