Gray graduated from American University where he studied broadcast journalism and political science. During college, he served as the Director of American University's Student Union Board. He also worked with CNN on The Situation Room with Wolf Blitzer, CNN's 2012 Special Election Coverage, and the re-launch of Crossfire. While studying abroad in Rome, Gray worked as a field producer at the Vaticancovering the Papal conclave and inauguration for CNN and CNN International.  
He got his start with CNN at the age of 16, when he informally served as "Youth Political Correspondent" for CNN's American Morning and covered the 2008 election from a youth perspective after launching "The Virgin Voting Project," a documentary and nonprofit with the goal of educating and motivating young people to vote.