From the mid-1980s to 2019, Gray performed at virtually all of the New Orleans Jazz & Heritage Festivals, three Chicago Blues Festivals (1987, 1989, and 2005), the Montreal Jazz Festival (1988), nearly every Baton Rouge Blues Festival since its inception, the San Francisco Blues Festival, Memphis's W.C. Handy Blues Festival, several times at Festival International (Lafayette, Louisiana), the Mississippi Valley Blues Festival (Davenport, Iowa), the King Biscuit Blues Festival (Helena, Arkansas), and many other festivals around the United States.
