Born in Oldham, Greater Manchester,[2] Gray made his debut for Rochdale on 1 May 2010 in the Football League Two defeat against Burton Albion at Spotland Stadium.

[11] He played five games scoring the one goal in his time with Hyde,[12] before returning to Rochdale on 16 January 2012, after his month's loan deal had expired.

[15] He was given the number 10 shirt by Rochdale during pre-season building up to the 2012–13 season, but in August 2012 he suffered a dislocated ankle, a fractured tibula and a snapped medial ligament in behind-closed-doors fixture with Liverpool, forcing the game to be abandoned and ruling Gray out for about 6 months.

[18] He made his second debut for the club two days later starting in a 3–0 defeat to Braintree Town at Ewen Fields.

[20] On 28 November 2013, Gray signed for Conference Premier side Halifax Town on a loan deal until January 2014.