In 1835 as land agent for Thomas Green and Albert T. Burnley of Washington, D.C., Gray visited Mississippi and Texas. Upon arriving in Texas he attended the Convention of 1836 at Washington-on-the-Brazos and attempted to obtain the position of secretary. He failed in this, but in his diary (published in 1909 under the title of From Virginia to Texas, 1835) he kept a faithful record of the convention's proceedings, in some cases more complete than the official journal. During the Runaway Scrape he obtained a passport and returned to Virginia. In 1837 he moved his family to Texas and settled in Houston. In addition to practicing law, he served as clerk of the Texas House of Representatives from May 2 to September 26, 1837, and as secretary of the Senate from April 9 to May 24, 1838. On May 13, 1840, Gray was appointed district attorney. Upon the establishment of the Texas Supreme Court, he was named clerk.
He was a Mason and a devout Episcopalian, a charter member of Christ Church, Houston, and of the Philosophical Society of Texas, of which he became secretary. Gray died in Houston on April 16, 1841, and was buried in the Old City Cemetery, now Founders Memorial Park. Upon the death of his wife, his remains were removed to the Episcopal Cemetery. In 1872, when Glenwood Cemetery in Houston was opened, his sons moved their parents' remains there.
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