In 1860, the family moved to Hebden Bridge, and Gray was educated at the town's grammar school.

[1] Gray left school at the age of thirteen, and became a clerk for the Lancashire and Yorkshire Railway.

He was interested in the co-operative movement, and so in 1874 became the assistant secretary of the Hebden Bridge Fustian Society, a full-time post.

He proved successful in the role, and was promoted to become the organisation's general secretary before he had even spent six months in the post.

[2] In 1906, Gray proposed that the various retail co-operatives in the UK amalgamate, to be run by an elected general council with 150 members.