The former Scottish international striker, celebrated for his straight opinions as a pundit, left Everton feeling in the need of an action replay of the events of the past few days.
Instead of being installed as the new Everton manager at the club's scheduled press conference, Gray was explaining his reasons for a baffling change of mind. "In my heart I wanted to manage Everton, in many ways it would have been the realisation of a dream," he said. "But increasingly, over the weekend, my head has been telling me different things."
"Maybe I got a little carried away with all the speculation, and to take the job and then let the supporters down would have been too much to bear," Gray added.
Gray's decision, broken to the club by his agent, came as a complete shock to Everton, who believed they had finally found someone keen to be their manager. The strongminded Scot even told the club chairman, Peter Johnson, that he wanted Richard Money, Manchester City's coach, and Kenny Hibbitt, Cardiff City's director of football, as his management team. That closed the door on the other half of Johnson's proposed dream ticket - Howard Kendall, currently Sheffield United's manager.
Gray also went to the extent of telling Everton who he planned to buy, headed by Aston Villa's Dwight Yorke, and leaked the hit-list to several newspapers. Now the news has left Everton stunned and still seeking a saviour.
Kendall, much as he loves his old club, surely has too much pride to answer any call now. Bobby Robson will once more be linked with the job. His future at Barcelona is in doubt, despite his claims that he will remain in Spain.
"I am aghast that the man has behaved like this. It is quite difficult to believe and to take in," Johnson said. "Andy Gray applied for the job, came to an interview with us and then went straight out from the interview and started talking about the job. We have been nothing other than the totally wronged party in this episode. What has happened has shocked me. You can gather I'm very upset."
There was no such drama at The Dell, where Dave Jones, as expected, was confirmed as the new manager of Southampton.
Jones has agreed a four-year contract worth pounds 200,000-a-year to take over from Graeme Souness, who resigned last month. He brings his assistant, John Sainty, with him from Stockport County, who will collect pounds 200,000 in compensation for losing their managerial team.
Phil Boersma, who had been No 2 to Souness at The Dell, will join his old boss at Torino, the Italian Serie B club who named Souness as their new coach last week. There is no role at the Saints, however, for their former manager Lawrie McMenemy, who quit as director of football when Souness resigned but then asked for his job back.
Celtic's new general manager is Jock Brown, a 51-year-old lawyer and TV commentator who is the brother of the Scotland coach, Craig Brown. He will have responsibility for transfer dealings and contracts, and will help the club find a new head coach.
Sheffield United have spent pounds 750,000 to sign the Greek right wing-back, Vassilis Borbokis, from AEK Athens on a three-year contract. Crystal Palace have offered a trial to the Israeli international Itzhak Zohar, a pounds 1m-rated 26-year-old midfielder with the Israeli champions, Beitar Jerusalem.
Brighton and Hove Albion are confident they can come up with the pounds 500,000 bond demanded by the Football League to safeguard the club's future. The original deadline to pay the bond to secure their place in the League was last Friday, but legal difficulties led to a delay and the League approved an extension until this week.