[1] He left Swansea at the end of the season for Second Division club Bury, where he spent a year without first-team football before returning to the Southern Section with Northampton Town.
[15] He kept his place for the next match, and made nine more appearances as injury cover before the half-back line was rearranged to accommodate the return of regular centre-half Edmund Wood.
[1][16] An unsuccessful trial with Durham City in October 1924, during which he played twice in the Third Division North as a centre forward, put an end to his Football League career.
[19][20] When the Sunderland club resumed playing wartime football at their Roker Park ground, Gray acted as trainer on a voluntary basis, and after the war he was appointed full-time.
[21] In July 1950, he treated West Indian cricketer Sonny Ramadhin after he was injured during a tour match against Durham,[22] and acted as trainer to the England team when they played Wales at Sunderland's Roker Park ground in November.