James Gray was raised in the Episcopal church, and probably after attending college in New York,[1] he began training for a career as a priest.

While preparing himself for the ministry, Gray experienced an evangelical conversion (mostly likely in 1873) after reading homilies on the book of Proverbs by William Arnot.

[3] As Gray continued to prepare himself for the ministry in New York, the Episcopal Church was troubled by a conflict between evangelicals and Tractarians, who wished to emphasize ritualism.

In 1879, Gray was called to assist an elderly pastor at the small Reformed Episcopal Church in Boston, which prospered after his arrival and grew from a handful of worshipers to a congregation of more than 230.

Theologically, Gray was an early fundamentalist who upheld the inspiration of the Bible and opposed a contemporary trend toward a social gospel.