In 1794 he married Mary Ann Johnston, daughter of Lt Col James Johnston. They had three daughters (one of whom, Jane Anne, was first wife of the soldier Charles Philip de Ainslie) and one son, John Gray, 15th Lord Gray who succeeded to the baronetcy.Burke's Peerage, Baronetage and Knightage, 107th ed., vol. 2, ed. Charles Mosley, Burke's Peerage Ltd, 2003, pp. 1642-3
