A former model who began at age 17, Gray made brief appearances in the feature films "Under the Yum Yum Tree" and "Palm Springs Weekend" in 1963. She enjoyed particular success in the realm of TV commercials, appearing in over 400. Determined to perform in more than 30-second TV ads, Gray enrolled in acting classes and secured a guest spot on the genteel ABC medical drama, "Marcus Welby, M.D." in the early 1970s. Features such as "Dogs" (1976) didn't get her anywhere, but Gray enjoyed a striking role, if a brief run, on the Norman Lear serial comedy-drama "All That Glitters" (1977), as a model who turns out to be transsexual.
"Dallas" changed all that. Staying with the show for 11 seasons (1978-89) Gray made the most of Sue Ellen's sorrowful travails at the hands of her nasty husband J.R. Ewing, venturing from alcoholism to a series of enjoyably tawdry affairs to a gradual sense of self-assurance. The show also began her behind-the-scenes career, directed several episodes of the series. Gray also hosted CBS's annual Thanksgiving Day Parade with co-stars from "Dallas" for six years. Leaving "Dallas" as it stepped on its inevitable downward slope, Gray kept busy in TV-movies, which over the years have included "The Two Worlds of Jennie Logan" (1979), "Haywire" (1980), "The Gambler III" (1987), "Bonanza: The Return" (1993) and "Moment of Truth: Broken Pledges" (1994), which she also co-produced. Gray returned vividly to series TV with a role as Amanda Woodward's (Heather Locklear) tough mother on "Melrose Place", which she spun off onto her own series, "Models Inc." (1994-95), with the former model now playing the head of a modeling agency.