Bray played for Clayton Olympia and Manchester Central, before joining Manchester City in 1929. He helped the "Citizens" to finish third in the First Division in 1929–30. They dropped to eighth place in 1930–31 and then 14th in 1931–32. City reached the FA Cup semi-finals in 1932, where they lost 1–0 to Arsenal at Villa Park. Though they could only manage a 16th-place finish in the league in 1932–33, City reached the FA Cup final, losing 3–0 to Everton at Wembley. They then rose up to fifth place in 1933–34, and won the FA Cup with a 2–1 victory over Portsmouth. City finished fourth in 1934–35 and ninth in 1935–36. In 1936–37, Bray was a virtual ever-present as Manchester City took the Football League title. The Maine Road outfit then dropped to 21st place in 1937–38, and were relegated into the Second Division.