Gray started his career in the youth system at Middlesbrough in 2007, before being released in May 2011 at the end of his three-year apprenticeship. He signed for Conference Premier club Darlington in October 2011 on non-contract terms. He left the club by mutual consent in January 2012. He moved from one crisis club to another, signing for Kettering Town in March 2012 on non-contract terms.
