Have you done the basic Sendgrid configuration?
https://devcenter.heroku.com/articles/sendgrid
ActionMailer::Base.smtp_settings = {
:address => 'smtp.sendgrid.net',
:port => '587',
:authentication => :plain,
:user_name => ENV['SENDGRID_USERNAME'],
:password => ENV['SENDGRID_PASSWORD'],
:domain => 'heroku.com',
:enable_starttls_auto => true
}