Walter Henry Gray (August 20, 1898 – December 4, 1973) was bishop of the Episcopal Diocese of Connecticut from 1951 to 1969.

After the war he studied at the College of William & Mary and the Law School of the University of Richmond, after which he was admitted to the Virginia State Bar in 1925.

He served as assistant rector of St John's Church in West Hartford, Connecticut, from 1928 till 1932.

In 1937, he transferred to Hartford, Connecticut, to become Dean of Christ Church Cathedral.

He was consecrated on November 12, 1940, by Presiding Bishop Henry St. George Tucker.