She came to public notice as an interviewer on Channel 4's alternative pop-show The Tube, and then appeared as a regular presenter on BBC radio.

Gray has written for Time Out, the Sunday Herald and The Guardian, among other publications, as well as publishing successful horror novels.

She presented a documentary for Channel 4 tracing her Jewish roots on her mother's side, entitled The Wondering Jew (1996), in which she discovered her maternal line descended from what is now Moldova.

[3] A graduate of the Glasgow School of Art, she worked as a professional illustrator and then as assistant head of design in the National Museum of Antiquities in Edinburgh.

She also presented regularly on BBC Radio 4, for Start the Week in Russell Harty's absence and also during Jeremy Paxman's leave.

[7] Gray presented the definitive documentary on The Glasgow Boys, a group of influential 19th-century painters, including Sir John Lavery and James Guthrie, who challenged the orthodox values of their day.

She currently serves as a trustee on the following boards: the Glasgow Science Centre, the Scottish Maritime Museum, The Lighthouse and the Children's Parliament.