Duncan Montgomery Gray Sr. (May 5, 1898 – June 25, 1966)[1] was the fifth bishop of Mississippi in The Episcopal Church.

He was ordained priest on June 21, 1926, after which he served as rector of Grace Church in Canton, Mississippi.

He was consecrated on May 12, 1943, by Presiding Bishop Henry St. George Tucker in St Andrew's church in Jackson, Mississippi.

As bishop he managed to keep the church growth in the diocese steady and increased the diocesan budget.

His funeral took place on June 27 in St Andrew's Cathedral, presided by the Bishop of Mississippi, John Allin.