Born on April 6, 1868, in Potsdam, St. Lawrence County, New York, Pray attended the public schools of Salisbury and Middlebury, Vermont, and graduated from Middlebury Union High School.

He resumed the practice of law in Great Falls, Cascade County, Montana starting January 1, 1914.

He was confirmed by the United States Senate on February 8, 1924, and received his commission the same day.

His service terminated on September 12, 1963, due to his death in Great Falls, Montana.

[1] Pray's papers 1878–1963, including diaries and correspondence, are lodged at the University of Montana in Missoula.