Gray was born in Helensburgh. While still a student at the Glasgow School of Art (GSA) she exhibited at the Royal Academy, where she continued to show until 1926. She taught fashion design and drawing at the GSA and remained on the staff from 1906 to 1918. In 1910 she established a practice as a portrait painter in a studio at 141 Bath Street, Glasgow, painting mainly in oils but also in watercolour. In addition, her illustrations to Wordsworth’s Ode on Intimations of Immortality from Recollections of Early Childhood were published by Dent in 1913. At the time of her death from cancer in 1931, aged forty-eight, she was considered ‘the foremost Scottish woman painter’.