He is Italian American of californian ancestry: his paternal grandparents emigrated in 1923 from San Francisco to Italy. During his childhood he lived for a period in Rome where he began studying in a school of acting and dance. He attended the Campus San Vincenzo de' Paoli and at the age of 7 he began studying piano and singing at school. Gray had been noticed by a vocal coach at the school and participated in singing auditions, but he didn't like it and continued to pursue dance and acting. He has since received many roles in school plays and musicals. He has performed in various talent shows and was admitted to the International Academy Arts Culture & Formation. He also studied acting at the Liceo Tommaso Gulli and at the " Scuola di Recitazione della Calabria".