Gray's first musical job was in Isaac Goodwin's small band, a part-time outfit that played local dances. When auditioning for another job, he was heard by Dorothy Patton, a young pianist who was forming a band in the Fraternal Club in Flint, Michigan, and she hired him. After a very happy year there, he moved to Jimmy Raschel's band (Raschel had recorded a few sides earlier in the 1930s but did not do so again) and then on to the Benny Carew band in Grand Rapids, Michigan. It was at around this time that he met Jeanne Goings; together they had a daughter, Anita, who was born in January 1941.