He was educated at the grammar school, and was first apprenticed to a fruit-painter named Jones, with whom he resided some time at York.
In 1787 he went to North America on a botanical excursion, and in 1791 he was sent on an expedition to report on the geology of Poland.
In 1794, Gray settled in Newcastle as a portrait, fruit, or sign painter, and was employed as a drawing-master.
He also occupied himself with numerous ingenious inventions, such as making bread from roots and weaving stockings from nettles.
A crayon portrait of John Bewick, by Gray, is in the museum of the Natural History Society at Newcastle.