The library first opened in an old convent before moving to a proper building adjoining the city hall in 1859.

[4] The old part contains 18 incunabula among which there is a book of Jean Buridan about Aristotle's Ethics (1489), The Consolation of Philosophy by Boethius (1480) and also the Fasciculus temporum by Werner Rolevinck (1495).

[2] Books from famous Gray inhabitants are also hosted by the library, like Jean-Baptiste Romé de l'Isle (mineralogist considered as one of the creators of the modern crystallography), Augustin Cournot (mathematician, economist and philosopher) and Edmond Bour (mathematician and engineer).

[5] In 2008, Wikimédia France made a partnership with the library of Gray in order to digitize an atlas from 1828 and some engravings of George Anson's voyage around the world.

[6][7] Some exhibitions are organized in the library of Gray, especially for the event called Patrimoines écrits en Bourgogne-Franche-Comté.