신한은행
In the 2015-16 WNBA off-season, Gray played in Italy for Dike Napoli. In August 2016, Gray re-signed with Dike Napoli for the 2016-17 WNBA off-season. In 2017, Gray signed with the Incheon Shinhan Bank S-Birds of the South Korean league for the 2017-18 WNBA off-season. In 2018, Gray signed with the Uni Győr of the Hungarian league for the 2018-19 WNBA off-season.