Grey wolf optimizer (GWO) is an up-to-date nature-inspired optimization algorithm which has been used for solving many of the real-world applications since it was proposed. In the standard GWO, individuals are guided by the three dominant wolves alpha, beta, and delta in the leading hierarchy of the swarm. These three wolves provide their information about the potential locations of the global optimum in the search space. This learning mechanism is easy to implement. However, when the three wolves are in conflicting directions, an individual may not obtain better knowledge to update its position. To improve the utilization of the population knowledge, in this paper, we proposed a grey wolf optimizer based on the dimensional learning strategy (DLGWO). In the DLGWO, the three dominant wolves construct an exemplar wolf through the dimensional learning strategy (DLS) to guide the grey wolves in the swarm. Thereafter, to reinforce the exploration ability of the algorithm, the Levy flight is also utilized in the proposed method. 23 classic benchmark functions and engineering problems are used to test the effectiveness of the proposed method against the standard GWO, variants of the GWO, and other metaheuristic algorithms. The experimental results show that the proposed DLGWO has good performance in solving the global optimization problems.