- She was in a relationship with John Payne from 1952 to 1953.
- In November 2008 she attended an event at the American Cinematheque's Egyptian Theatre marking the 50th anniversary of the untimely passing of actor Tyrone Power. Four of his films were screened: Der Liebesreporter (1937), Im Zeichen des Zorro (1940), Auf Messers Schneide (1946) and Der Scharlatan (1947). Also in attendance were his children, Tyrone Power Jr., Taryn Power and Romina Power, and other actors who worked with him, including Piper Laurie, Terry Moore and Jayne Meadows.
- In July 2006, she was a guest at the Western Film Fair in Charlotte, North Carolina, along with Marjorie Lord, Ben Murphy, Roger Davis, Russ Tamblyn, Mark Goddard, Ronnie Schell, Steve Kanaly, Cheryl Rogers and Tom Reese.
- She studied acting under the direction of drama teacher Carl Heinz Roth, a former assistant to Max Reinhardt.
- Gray is buried at Westwood Memorial Park in Los Angeles, California, beside her husband Fritz Zeiser, who predeceased her in 2012.
- Gray had two children: Bruce Robin Bidlack (born June 1, 1954) and Mrs. Susan Amateau (born June 10, 1946), both born in Los Angeles County, California.
- She and husband Fritz Zeiser were involved with the non-profit volunteer organization Prison Fellowship, founded in 1976 by Charles Colson (a former prisoner himself for his involvement in the Watergate scandal), which assists the church in providing ministry to prisoners and their families, as well as their victims. In 1964, along with Victor Jory and Susan Seaforth Hayes, Gray testified before the US Congress as part of "Project Prayer," arguing in favor of a constitutional amendment allowing school prayer.
- A staunch conservative Republican, Gray was an honorary member of the National Federation of Republican Women along with Cyd Charisse, Rhonda Fleming, and Laraine Day. Despite their political differences, however, she was a close friend of Marsha Hunt.
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