Prior to the 2016 season, Gray was traded to the Los Angeles Sparks along with two first round picks in the 2016 WNBA draft and a first round pick in the 2017 WNBA draft in exchange for draft rights to Jonquel Jones and the 17th pick in the 2016 WNBA Draft. Joining forces with Candace Parker, Kristi Toliver and Nneka Ogwumike, Gray would come off the bench as the back-up point guard on the Sparks roster, playing 33 games with 1 start and averaging 5.9 ppg. The Sparks were a championship contender in the league, finishing 26–8. The Sparks were the number 2 seed in the league with a double-bye to the semi-finals (the last round before the WNBA Finals) facing the Chicago Sky due to the WNBA's new playoff format. The Sparks defeated the Sky 3–1 in the series, advancing to the WNBA Finals for the first time since 2003. In the Finals, the Sparks were up against the championship-defending Minnesota Lynx. Gray's playing time would be slightly increased in the Finals and was able to provide an offensive spark off the bench for the Sparks. In Game 4 with the Sparks up 2–1, Gray scored a team-high 20 points off the bench in 24 minutes of play, but the Sparks still lost the game. In the decisive Game 5, Gray scored 11 consecutive points for the Sparks in the second half. The Sparks would win Game 5 and the 2016 WNBA Championship.