Gray was ordained deacon on April 8, 1953, and a priest on October 28 of the same year, both by his father, the Bishop of Mississippi.
As a priest in the southern United States, Gray was best known for his work as a civil rights activist; his story was included in the University of Southern Mississippi's Civil Rights Digital Archive.
Gray was consecrated on May 1, 1974, by Presiding Bishop John E. Hines in St Andrew's Cathedral.
He was co-consecrated by Presiding Bishop-elect John Allin, who at that time was still bishop of Mississippi.
Apart from his fight against racism, Gray was also a supporter of the ordination of women to the priesthood, a striking difference from his predecessor's views.