After failing to displace the likes of Tony Yeboah, Rod Wallace, Brian Deane and then Jimmy Floyd Hasselbaink, Gray had a loan spell at Bury to get regular first team football before leaving the club permanently in 1998.

However, his second stint in the Premier League was unprofitable as he scored only once in 22 appearances; that goal coming on his debut against Charlton Athletic.

[5] On 17 March 2006, after prolonged interest from a number of clubs, he signed on loan for Burnley until the end of the season, after he was placed on the transfer list by manager Niall Quinn.

His former club Leeds United were favourites to sign him but his switch to Burnley became permanent when the transfer window reopened in the summer of 2006 for around £750,000.

His early form at Burnley at the end of the 2005–06 season and the start of the next suggested that he would again prove an effective goalscorer in the Championship.

Burnley's long winless run that season coincided with Gray's absence through injury, demonstrating his importance to the team as a source of goals.

Gray left Burnley on 18 January 2008, when he sealed an emergency loan deal with Charlton Athletic prior to a permanent move the following week.

[8] His £1.5 million move to Charlton was finalised the following week[9] and he made his first start for his new club on 29 January 2008 in a 1–0 victory over Stoke City.

[12] Gray signed for Championship side Barnsley on 21 August 2009 for an undisclosed fee[13] and made his debut the following day at Leicester City.

Gray was part of a Barnsley side that beat Yorkshire rivals Leeds United 5–2 in a famous victory.

[22] Gray made his first start back at the club on 28 August 2012 in a League Cup match against Oxford United.

[24] After being released by Leeds United on 9 January 2013, Andy Gray rejoined his old club Bradford City on an 18-month contract.