Ray played his junior hockey with the Cornwall Royals of the Ontario Hockey League (OHL). The Buffalo Sabres drafted Ray in the 5th round, 97th overall in the 1988 NHL Entry Draft. He played two full seasons with the Rochester Americans of the American Hockey League (AHL), during which he earned a reputation as a prolific fighter, notching over 700 penalty minutes in 125 games. Ray made his NHL debut with the Sabres during the 1989–90 season, in which he scored his first goal on his first shift on the ice. He also scored a goal on his last shift of his last game in the NHL. Ray became a regular on the team beginning in the 1990–91 NHL season, never finishing with fewer than 158 penalty minutes in any NHL season from that point on except his last. In a game against the Quebec Nordiques in 1992, Ray viciously beat a Nordiques fan who had snuck onto the ice and approached the Sabres bench. Considered imposing at 6'0", Ray was one of the toughest NHL players through the 1990s. In 1999, the NHL awarded Ray the King Clancy Memorial Trophy for his leadership and humanitarian contributions in the Buffalo and Western New York area. To date he is a regular with the Buffalo Sabres Alumni team and resides in Buffalo, New York, active with numerous community charities.