The younger Gray attended the common schools, received an Artium Baccalaureus degree in 1859 from the College of New Jersey (now Princeton University), an Artium Magister degree in 1863 from the same institution, attended Harvard Law School, then read law with his father and was admitted to the bar in 1863.

[4] He was confirmed by the United States Senate on December 18, 1899, and received his commission the same day.

[5] He was a member of the commission to arrange the terms of the Treaty of Paris between the United States and Spain in 1898.

[7] He was Chairman of the commission to investigate conditions of the coal strike in Pennsylvania in 1902.

[5] He was appointed by President McKinley to the Permanent Court of Arbitration at The Hague, Netherlands, in 1900.

[5] He was Vice President and trustee of the Carnegie Endowment for International Peace.