Born on 25 September 1873, Fawcet Wray was educated at Bedford School and at Britannia Royal Naval College.

From April 1900 he served as gunnery lieutenant on the battleship HMS Royal Sovereign, in the Mediterranean Fleet.

As flag captain to Rear-Admiral Ernest Troubridge, he played a major role in the outcome of the pursuit of Goeben and Breslau, a German battlecruiser and a light cruiser, respectively.

Both Wray and Troubridge were heavily criticised for this decision (the transfer of Goeben and Breslau to the Turks helped influence the previously neutral Ottoman Empire to join the Central powers), and both were brought before a court-martial.

He commanded HMS Talbot in 1915 during the Gallipoli Campaign, for which he was commended by King George V and awarded the Distinguished Service Order.