The seemingly endless replays of his penalty miss the previous season as the favourites Sunderland eventually lost out in a shoot-out to Charlton would have done nothing to improve his confidence about meeting the country's leading footballers on an equal footing, a month after his cameo appearance for the shadow squad that played against Hungary in Budapest.
"They're not going to let me forget it, are they?" he said yesterday. "It's probably going to get shown for years to come. But it's gone out of my mind now." Seventh on the list of Sunderland's penalty-takers that fateful day exactly a year ago, Gray might reasonably have expected that promotion to the Premiership, conservatively estimated to be worth pounds 10m to either club, would be settled one way or the other before his services were called upon.
So accurate were the men ahead of him on both sides, however, that the score stood at 7-6 to Charlton when his moment came; Sasa Ilic made a scrambling save from a nervous kick, before becoming first goalkeeper to perform a lap of honour at Wembley after conceding 10 goals in an afternoon.
"I probably felt as low as you can get," Gray said. "It was a horrible feeling for the whole season to go to one kick of the ball. I was determined not to let it get me down. It did for a week or so, then I got back training as soon as possible. The manager [Peter Reid] said it would make me a stronger person and I am sure it did."
How things change. A year on, Ilic, the goalkeeper who broke Wearside's hearts, is back in the Nationwide League and probably third choice at Charlton. Gray, meanwhile, could hardly have had a better 12 months, on a personal or professional level.
"I went away for a few days with a couple of friends from the club. My girlfriend was pregnant so I couldn't wait to get back and I basically trained through the pre-season."
That edge, and the feeling that he owed something to Sunderland supporters, even if none blamed him, enabled him to become one of the club's leading performers in a triumphant new campaign, in which, almost embarrassingly superior at times to the rest of the First Division, they set a new record of 105 points, losing three games out of 46.
When Kevin Keegan agreed his pact with Arsene Wenger and Alex Ferguson to leave several players out of the squad against Hungary, Gray and his team-mate Kevin Phillips were among those for whom opportunity, and the postman, knocked, bearing a letter with the Three Lions crest on it. "We said we'd show a lot of character last season and to win the championship and get 105 points was brilliant. Then I got the England call to travel to Hungary, and to play 18 minutes or so topped off a fantastic season."
That brief spell as a substitute for Manchester United's Wes Brown in a low-key game - overshadowed as soon it had finished by Keegan's announcement that he wanted to become manager on a permanent basis - was a perfect introduction to international football.
Walking down to dinner at the team hotel on Monday as preparation began for the infinitely greater test against Sweden on Saturday convinced him that this was the big time. "The last time, there were a lot of players missing. This time, just sitting round the dinner table, you get a bit of a shock when you're sitting next to the likes of Alan Shearer and David Beckham.
"Everybody always says there's a big step from the First Division to the Premiership and just training with them today, you can tell you're playing with quality players with space and time on the ball. But I'm here, I'm in the 22, so I'm just going to enjoy it."
Tomorrow he will return - without any complex - to train on the Wembley pitch, where he could be seen on his last appearance slumped in despair as Reid praised his contribution to the season's effort and Sky's pundit Alan Brazil promised prophetically "he's a top player, he'll be back". Such is the shortage of naturally left-sided players in the squad that there could be a role for Gray at some stage on Saturday and away to Bulgaria four days later. While he modestly points to Graeme Le Saux and Phil Neville being ahead of him for the position, Neville seems certain to have to play on the right, Paul Scholes may be used again in the hole behind the strikers and Tim Sherwood would not be in his best natural position wide on the left of midfield.
It is very much in Gray's favour that he can play either at full-back or what he calls left-wing, which is where he began with his hometown club in 1992. "I started off playing left wing for a season when we first got promotion," he recalled. "Then the year that we came down he [Reid] started putting me left-back and I've been playing there since. At first I was a bit disappointed. I always used to say left wing was my favourite position, though I don't really like it any more." But if the nod came against Sweden? "I wouldn't say no."
Nobody who has received the call from Keegan has yet said no, and notables like the Liverpool midfielder Paul Ince and Manchester United's Nicky Butt would have loved the chance to say yes for this game. If there are any players in the squad who secretly cannot wait to go and lie on a beach, Gray insists that after his annus mirabilis, he is not among them: "The season can continue on as long as it wants to for me."Reuse content