Ray was born in Newcastle-under-Lyme and began his footballing career with local club Audley before joining Macclesfield in 1893, with whom he won the Cheshire Senior Cup.

[1] He was a solid performer for the club, however, failed to turn up for one match after misreading a train timetable, and was fined five shillings for his trouble.

[1] In total, he played 29 of the club's 30 Second Division games in the 1894–95 season, and scored his first goal in the Football League on 2 February, in a 2–1 defeat to Manchester City at the Athletic Ground.

[2] Ray went on to play 30 Second Division games for Manchester City in the 1896–97 season and scored one goal in a 5–0 win at Walsall on 6 January.

He made 22 appearances in the 1897–98 campaign and scored a goal in a 1–1 draw with Manchester derby rivals Newton Heath at Bank Street on 16 October.

He played 26 matches in the 1898–99 season and scored one goal in a 5–0 victory over Loughborough at Hyde Road on 17 December, as City won promotion as champions of the Second Division.

He later played for non-League clubs Macclesfield and Coventry City, before making 34 Second Division appearances for Stockport County in the 1903–04 season.

[5] He played 38 League and six FA Cup games as captain at Elland Road before leaving the club when the board declined to renew Gillies' contract in March 1908.

[6] He installed an all-England international half-back line of Willis Edwards, Ernest Hart and Wilf Copping.

Ray led Leeds United to promotion in 1927–28 with a second-place finish, just two points behind champions Manchester City.