Gray began his career as a director on numerous critically acclaimed and award-winning music videos, including "It Was a Good Day" by Ice Cube, "Natural Born Killaz" by Dr. Dre and Ice Cube, "Keep Their Heads Ringin'" by Dr. Dre, "Waterfalls" by TLC, and "Ms. Jackson" by Outkast.

He has since directed the films Set It Off (1996), The Negotiator (1998), The Italian Job (2003), Be Cool (2005), Law Abiding Citizen (2009), and Straight Outta Compton (2015).

He would go on to direct subsequent videos for Ice Cube, as well as artists such as Cypress Hill, Outkast, Dr. Dre, and Queen Latifah.

[4] He then directed the thriller Law Abiding Citizen, starring Jamie Foxx and Gerard Butler and written by Kurt Wimmer.

[8] In April 2019, it was revealed that Gray would direct an adaptation of the video game franchise Saints Row, with a screenplay written by Greg Russo.

[9] In September 2021, it was announced that he would direct the heist film Lift starring Kevin Hart for Netflix.