No, the Grand Canyon is not east of the Mississippi River. It is located in northern Arizona, which is in the western United States.
The Mississippi River forms much of the border between the "East" and "West" in the central US. The Grand Canyon lies ~500+ miles (800+ km) west of the Mississippi.
States between the Mississippi and the Grand Canyon (roughly): Arkansas, Oklahoma, Texas, New Mexico (or Tennessee, Mississippi, Arkansas, Louisiana, Texas, NM depending on route).
The Colorado River, which carved the Grand Canyon, flows southwest into Mexico's Gulf of California—entirely west of the Continental Divide. The Mississippi flows south into the Gulf of Mexico.
They are separate, distant watersheds.