Gray was born in Colorado Springs, Colorado. He joined The Church of Jesus Christ of Latter-day Saints (LDS Church) in the mid-1960s and then attended Brigham Young University for a year. After that he transferred to the University of Utah.
Gray worked for a time as a journalist.
Gray was a counselor in the presidency of the LDS Church's Genesis Group when it was formed in 1971. He was president of the group from 1997 to 2003. Gray was also the director of the Freedmens Bank Records project for the church's Family History Department. He is a speaker on African-American genealogy, blacks in the Bible and blacks in the LDS Church. He has also written a trilogy with Margaret Blair Young.
Gray has traveled throughout the United States to make presentations. In 2007, he appeared in the PBS documentary, The Mormons. In February 2008, he made an invitation-only presentation at the Charles H. Wright Museum of African American History in Detroit that was partly sponsored by New Detroit.