After five years she left the world of the theater and devoted herself to cinema.

The role she played most often in films was that of a seductive sexual character.

She played the titular "bad girl" in Totò, Peppino e la... malafemmina.

On February 15, 2011, Gray committed suicide by gunshot at her home in Torcegno.

She was 80 years old; some media, however, reported her age as 75,[1] since she herself claimed to have been born in 1936.