Gray attended Aledo High School in Aledo, Texas where he broke the all-time high school touchdown record with 205 eclipsing Mike Hart's record of 204 touchdowns. As a junior, he rushed for 323 yards and eight touchdowns in the Texas Class 4A Division II championship game against La Marque High School on December 17 at Cowboys Stadium, which gave him a total of 59 rushing touchdowns for the 2010 high school football season and surpassed Kenneth Hall's single-season record of 57 set in 1953. Gray had rushed for 252 yards and four touchdowns in the 2009 state championship victory over Brenham High School. In 2011, Gray led Aledo to its third straight state championship with 241 rushing yards. Along the way, he scored his 205th touchdown establishing the national high school career record. He finished his high school career first all-time in touchdowns and second all-time in points scored.
Gray was also on the school's track & field team, where he competed as a sprinter. He was a 3 time district champion in the 100-meter dash. As a junior in 2009, he won the 100 meters at the 4th Johnny Perkins Pirate Relays, with a career-best time of 10.58 seconds. He also competed in the 200 meters, placing fifth at the 2009 Elk Relays.