Gray was again without a job when Miller broke up his band in September 1942 to enter the Army Air Forces. Captain Miller used his connections to have Gray posted in his unit; and in early 1943, Gray rejoined his old boss. Entrenched military bureaucracy halted Miller's initial plans to establish a group of service bands with Gray as coordinator of the arranging staffs. Instead, Gray became chief arranger for the Miller's "Band of the Training Command", better known today as the . Gray's training as both a violinist and swing arranger served him well in the massive AAF orchestra composed of an enlarged dance band and a 21–member string section. He created new arrangements of several of Miller's civilian–band hits, added strings to the version of "Begin the Beguine" that he had written for Artie Shaw, and wrote somewhat looser jazz pieces such as "Enlisted Men's Mess". He also co-wrote the famous march version of "St. Louis Blues" along with Perry Burgett and Ray McKinley. Two arrangements in particular show the breadth of styles that he was able to contribute: a lush, string-heavy treatment of Fred Fisher's "Blue is the Night" gave that relatively obscure tune a semi–classical cast, while his punching brass arrangement of "Everybody Loves My Baby" was perhaps the culmination of the repetitive short-phrasing style he developed with the Shaw band.