In the previous Parliament he served as the chairman of the All-Party Group for Multiple Sclerosis. He was Treasurer of the APPG for Suicide Prevention, a vice-chairman of the APPG on Agriculture and Food for Development and a founder and member of the APPGs for Historic Churches and Dairy Farmers. He was also a member of the all-party groups for Financial Markets and Services, Middle Way (hunting and animal welfare), Minerals, Racing and Bloodstock Industries and Solvent Abuse. Gray's stated countries of interest are America, China, Mongolia, Nepal, Sri Lanka and Russia.