Gray, who was born in St. Louis and raised in Tucson, got an early start in show business. His mother, a casting director, put him in movies as an extra when he asked. His pay: $35 and a day off school - enough to make any fifth-grader happy.
Gray got his comedy career started in Tucson doing stand-up at Laffs Comedy Caffe, 2900 E. Broadway Blvd. Additionally, he did stand-up, sketch and improvisational comedy in The Cellar, formerly located in the basement of Memorial Student Union.
He Graduated from University of Arizona in 1990.
He divides his time between Los Angeles, CA, and his home in Bisbee, AZ.