He went on to win the 2003 Scottish Open, break into the top 16 in the world rankings and reach the final of the 2004 UK Championship (where he made his first of two competitive maximums) - despite these successes early in his career, his form declined until he eventually dropped off the tour in 2010 aged just 31.

However, he was unable to repeat this success in the second round and lost 1–13 to Dominic Dale, scoring just 208 points, a record low for a best-of-25 match.

In this tournament, Gray eliminated defending champion Peter Ebdon 6–3 in the semi-finals, having already taken out Stephen Hendry and John Higgins.

However, in the same tournament a year later, Gray again eliminated Higgins and Hendry en route to the final, and this time won the event, defeating newcomer (and another eventual world champion) Mark Selby 9–7.

It was during this tournament that Gray scored his first maximum break[3] – the 50th ever made in professional play – in the fifth frame of his last-32 match against Mark Selby (whom he had defeated in the 2003 Scottish Open final).

A lack of success continued into the next season, with defeat to Liu Chuang in World Championship qualifying ensuring that he would be outside the top 40 of the rankings for the following year.