Gray, a Methodist (first name unknown), was the son of Alexander Gray (d. 1802).
Diary by Gray of services attended by himself and his family, 5 January 1794 - 26 December 1819, with a few notes for 1793, 144 folios. Dates, preachers and texts are given, with explanations for occasional absence. The names of ministers and the events chronicled indicate that the family's usual place of worship was Tottenham Court Chapel, but that they also regularly attended other Methodist chapels, 'proprietary chapels', parish churches of the Evangelical connection, and at least once a Baptist chapel. Meetings of the London Missionary Society are also recorded. The diary includes occasional references to domestic events, such as the births of a daughter (7 October 1799) and a son (27 November 1802), the death of diarist's father, Alexander Gray (14 June 1802), and the arrival of the diarist's sister and husband from Gibraltar (6 February 1803). It also covers the 'conversion' of the diarist and his wife. At the beginning and end of the volume are devotional and other notes, and some hymns, as well as (fo. 132v) the 'names of six young gentlemen expelled from St Edmonds Hall Oxford' (for associating with methodists) and (fo. 133v) the 'names of missionaries on board the ship Duff gone to Otaheita'.