The seven-time world champion tweeted from the pit lane during a delay of almost 90 minutes in Sunday's race, which came about after Grosjean was involved in a dramatic first-lap incident that produced a red flag.
Hamilton said the crash, which saw Grosjean's car cut in half - after impact with a barrier that had to be repaired in full before a restart - was a reminder of the risks drivers take.
Grosjean hurtled into the barrier at huge speed after contact with Daniil Kvyat, suffering minor burns on his hands and ankles before being sent to hospital for further tests amid reports he has suspected broken ribs.
But while Haas said Grosjean was "shaken", they added he was otherwise fine, a scarcely believable outcome after the severity of the incident.
"I'm so grateful Romain is safe," said Hamilton, after staff in the medical car were praised for reaching the scene promptly to assist Grosjean and tackle the flames.
"Wow... the risk we take is no joke.
"For those of you out there that forget... we put our life on the line for this sport and for what we love to do.
"Thankful to the FIA for the massive strides we have taken for Romain to walk away from that safely."
McLaren driver Carlos Sainz acknowledged the level of concern felt by everyone at the track in those initial moments of uncertainty after Grosjean's car was engulfed in flames.
"Yeah, it is tough," he said to Sky Sports. "Especially tough at the beginning when you see the flames of the car and not knowing what happened, that is a tough moment.
"Obviously as soon as I saw him jump out of the car it was really, really good news, I couldn't be more relieved. As you saw, the whole paddock were relieved.
"Happy to see him jump out. It just shows every time we step into these things we are putting our lives at risk. It is good [he is OK]."