In this paper, we show that the interpolation spaces between Grand, small or classical Lebesgue are so called Lorentz-Zygmund spaces or more generally $GΓ$-spaces. As a direct consequence of our results any Lorentz-Zygmund space $L^{a,r}({\rm Log}\, L)^β$, is an interpolation space in the sense of Peetre between either two Grand Lebesgue spaces or between two small spaces provided that $ 1<a<\infty, β\not= 0$. The method consists in computing the so called K-functional of the interpolation space and in identifying the associated norm.