[1] He was traded along with John Denny from the Phillies to the Cincinnati Reds for Tom Hume and Gary Redus on December 11, 1985.

After starting the season in Triple-A with the Pawtucket Red Sox, he was promoted to Boston mid-season a become a significant contributor to the American League East division winners.

In the postseason, Boston was eliminated by the Oakland Athletics in the American League Championship Series; Gray made two appearances, allowing two runs (one earned) in 3+1⁄3 innings pitched.

In a three-season major-league career, Gray posted a 4–7 record with a 3.33 ERA and 10 saves in 96 appearances, including a 3.31 strikeout-to-walk ratio (96-to-29) in 121+2⁄3 innings pitched.

He was also the co-owner of a Beef O'Brady's restaurant in Sarasota, Florida, along with former Red Sox teammate Jody Reed.