Yes. Henna works very well on gray hair. Most people get complete coverage in their initial application. If matching up roots, you may have to dye them first, wait set time, rinse, and then dye the whole head one more time to blend. At times, gray hair can be a little stubborn: the hair shaft, under deeper inspection, is actually clear—void of color, nearly translucent; and gray hair may have a different texture than the rest of your hair. So the initial application may color a shade or two lighter. Just stay consistent with your regular application cycles—improves (hair color & health) with use.
If super stubborn, unusual but can happen, give it one full month: four weekly applications to tackle that stubborn gray. It's all natural—will not damage, will actually improve in shine, bounce, and body. The color builds on the previous treatment; it will get richer and more depth with 3 to 4 applications. You can do it!