Miss Gray was born in Newcastle on Tyne, and studied art at York, Leeds and the Royal College of Art. In 1900 her sending-in address was in Oxford.  She went on to become Art Mistress at York and Leeds Schools of Art and at the Leeds Training College.

Gray then became a pupil again, working at the FORBES School in 1926 and exhibiting at NAG in the Christmas Show the same year. Her address in 1939 was Leeds.