[4] In 2007, she began her screen career by appearing in an episode of Law & Order: Special Victims Unit, titled "Haystack", as a character named Raye.
Gray portrayed Countess Hélène Bezukhova in the musical's performances at the Off-Off-Broadway Ars Nova Theater.
In an interview with The New York Times , Gray spoke of the part's difficulty due to many intense racial scenes.
[citation needed] In 2016, Gray portrayed Persephone in New York Theatre Workshop's production of the new musical Hadestown, based on Anaïs Mitchell's album of the same name and the tragic myth of Orpheus and Eurydice.
[13][14] Gray plays the role of Ajax on the 2024 concept album by Lin-Manuel Miranda and Eisa Davis, Warriors.