For half of the 2006 season Ray played 15 games for the Auburn Doubledays with a 2.77 ERA, with 4 wins and 3 losses.

For the last half of the 2008 season Ray played for the New Hampshire Fisher Cats with a 3.18 ERA, compiling an 8–6 record.

On Saturday May 2, Ray made his major league debut against the Baltimore Orioles, pitching 5.2 innings, allowing 3 earned runs, 4 base on balls, 2 strikeouts, and getting the no-decision.

Ray managed to secure his first win on May 16, 2009 after pitching a brilliant 8 innings giving up no earned runs.

On May 21, 2009, starter Ray led the Jays to a 5–1 loss against the second place Boston Red Sox, raising his ERA (earned run average) to 4.44.