Gray was born in 1864 at Indianapolis. The first record of his playing organized baseball is in 1889 when he played for Danville of the Illinois–Indiana League. He also played for Youngstown of the Ohio State League in 1889.
On April 23, 1890, Gray made his debut in Major League Baseball as a relief pitcher for the Pittsburgh Alleghenys of the National League. He was the winning pitcher in that game and was described as "a freak" by the Sporting Life. He was billed as the team's pitcher "of six fingers and six toed fame."
Gray made his debut at a time when the rosters of major league teams were depleted due to the formation of the Players' League. After his debut as a relief pitcher, Gray appeared in four games as a starter. On May 24, 1890, Gray gave up 11 bases on balls and was charged with four wild pitches. He pitched a total of 31 innings, giving up 35 hits and 24 bases on balls and compiling a 1-4 win-loss record and a 7.55 earned run average (ERA). His .200 winning percentage was better than the club as a whole, as the 1890 Pittsburgh Alleghenys compiled a 23–113–2 record (.169 winning percentage).

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