Gray signed with the New Orleans Saints as an undrafted free agent on May 3, 2018.[3] He played in five games, primarily playing on special teams, before being waived on November 13, 2018, and re-signed to the practice squad.[4] He signed a reserve/future contract with the Saints on January 21, 2019.[5]
In 2019, Gray played in all 16 games as a core special-teamer. He tied for the league-lead with 16 special teams tackles and was named second-team All-Pro as a special teamer.
On March 3, 2021, Gray signed a two-year, $4 million contract extension with the Saints.[6] Gray was elected captain for the 2021 season.[7]
On March 10, 2023, Gray signed a three-year contract extension with the Saints.[8]