He played in various positions, including as a striker, left winger and left back before fading slightly from first team affairs. It was not until 1995–96 that he came to the fore, starting every game for Sunderland, invariably on the left side of midfield, as the team won promotion to the Premier League as Division One champions. Gray was also the scorer of their first Premier League goal, scoring the seventh-minute opener in a 4–1 win over Nottingham Forest at the City Ground on 21 August 1996.