If you have a grill and it's just a slice of meat like a steak, you can use just the that like spidey and Fritzo said, but it requires some practice as you don't have an OCD cooking protocol you can follow.
A real fire always tastes better too.
But for thick cuts of meat (idk how the english names are for those cuts, they're approximately spherical pieces of meat from the leg) using a oven really makes it better.
Using the oven first is better because to form a crust or even just sear it, the water has to evaporate.
If you cook in the oven first, the outer parts get dried out a bit already, so when you sear it browns faster and you lose less water to complete the process. All-in-all, more juice stays in.
Plus this process is easier to control: checking the doneness on the grill is easy, checking it when it's in the oven is not, and this is bad when you're not sure how long it will take.