Writing in the catalogue for the exhibition Black is, Black Ain't at the Renaissance Society, Chicago, Amy M. Mooney writes "critics have noted that Gray's work is "fluent in cultural iconography, driven by introspection, and steeped in issues of corporate politics and racial identity" and that his self-portraits thwart a traditional read of the exterior likeness".

[2] Gray describes himself as an artist and activist who primarily focuses on issues of race, class, gender, and colonialism, and uses these lenses to challenge binaries in the past and present.

"[9] Gray described Jackson as being "very sensitive to the overt racism of the American press, well aware that a caption can completely alter the context of a photograph, perpetuating negative stereotypes.

[2] For his 2016 exhibition A Place That Looks Like Home "re-frames and re-contextualizes images from his personal archive that spans over forty years of his career as a photographer, sculptor and performance artist.

"[14][5] In 2017, Gray also created Pluralities of Being which was exhibited from August 31 to October 7 in the Gallery MOMO in Johannesburg, South Africa.

This was Gray's first solo exhibit in South Africa and featured work he created during his residency at the NIROX Foundation's sculpture park in Johannesburg.

In 2018, Gray's work was included in Michael Jackson: On the Wall at the National Portrait Gallery in London which ran until October 21, 2018.