Gray lived in North Brookfield, Massachusetts at the time of his disappearance. He traveled to Idaho in September 2008 for an extended elk hunting trip. He was last seen in Idaho County on September 19, 2008. He was supposed to meet his companions at a designated place in the Nez Perce National Forest on September 23, but he never arrived. His friends waited another three days before reporting him missing.

Gray was in good health at the time of his disappearance. He had visited the area twice before and was somewhat familiar with the terrain. He apparently visited the supply caches before he vanished. An extensive search of the forest turned up no sign of him. Gray is a retired Marine and a former Massachusetts State Police captain. His case remains unsolved.