Gray came up through Birmingham City’s junior system and made his Football League debut as a 17-year-old in October 2013. He made 78 appearances in all competitions in two and a half seasons, including 51 starts in the Championship, and scored 8 goals.

On July 22, 2021, Grey signed with Everton, a Premier League team. He agreed to a three-year deal with a fourth-year option. Gray’s first league game for Everton, a 2-2 draw with Leeds United on August 21, was his first competitive goal.