Accompanying him will be members of the Leeds youth team of whom Gray is now in charge, teenagers who could be forgiven for not quite appreciating what a potent symbol their boss is of all things Elland Road, a last link with the era which, he is proud to say, "was when many of the club's traditions were founded".
Gray was 15 when he came down from his native Glasgow to join Leeds, then an unregarded Second Division club, in 1963. A left-wing whose ball skills stood comparison with George Best's, he was there right through the decade, from the mid-Sixties to the mid-Seventies, when Leeds, under Don Revie, dominated English football.
In the early Eighties, a fallow period for the club, he was player-manager for three years. His sacking, in 1985, ended an association that had lasted more than two decades and, by last year, the break had long since looked permanent when, having been out of the game since 1989 after managing at Rochdale and Hull, he got the chance to come back.
"I was coaching kids in schools and doing a little bit of media work," he said. "I'd done some soccer camps with Ian St John. Then I got a call from Howard Wilkinson. He wanted someone to coach the youth team. I was delighted to get the opportunity. When you've been at a club a long time you've got an affinity with them and you want to see them do well, which they have in recent years."
Wasn't it strange, though, returning in a lowlier capacity to a club where he had once been the manager? "Not at all. I don't even think about it. I wouldn't want to be a manager again. And I enjoyed my time here. But the club didn't have much money then. We had to make a lot of cuts. I understood that. Of course I was disappointed to get the sack. We were unbeaten in six matches at the time, I seem to remember. My last match we won 3-0 away at Walsall in the Milk Cup. But you sense these things. The club wanted a change."
Having tried Gray, and before him Allan Clarke, Leeds now went for a third member of the Revie side, their captain Billy Bremner. But while Bremner's team had their moments, he couldn't get them out of the old Second Division either, and in 1988 the Wilkinson era began. "When Howard came there was a general rethink at the club," Gray said. "They knew they had to invest a bit, and they developed a proper youth policy."
Most of the players he has worked with are still too young to figure in today's final. But one who Wilkinson has included in his squad is an 18-year-old right-wing in whom Gray takes a special interest - Andrew Gray, nephew of Eddie and son of Frank, who also played for Leeds. "He's got ability," Gray said. "He's got a lot of work to do, but he's definitely got a chance." Then there is Gray's own family. He married a Leeds girl and they had six children - four girls and two boys. Stuart, aged 22, plays for Celtic and has been capped by Scotland under-21s; Nicholas is 10 and attends Leeds's centre of excellence.
Gray is 48 now. He has remained lithe - his dribbling ability was all the more remarkable for a man of 5ft 11in - and he still plays about 25 games a year for the Leeds former players' association team which keeps him in touch with Bremner, Clarke, Norman Hunter and Peter Lorimer. What was the secret of that side's success?
"Good players and a lot of hard work. That formula never changes. We had great defenders and you never felt you were going to concede too many goals. When teams came out to play us I don't think they thought they were going to get much out of the game, which may have been why we were resented so much.
"But I think the character of the side was shown after we lost to Sunderland and we went 29 games unbeaten at the start of the next season and won the championship." And Revie? "A great manager. Knew the game. Looked after the players. And a very powerful character."
Gray's Wembley memories are not all bad. He was man of the match in the 2-2 draw with Chelsea in 1970 FA Cup final, and was a winner in the League Cup final against Arsenal in 1968 and in the 1972 FA Cup final against the same opposition. But he is cautious of predicting whether his successors will experience likewise today. "It will tough. But the team work for each other, and with people like Gary McAllister and Tony Yeboah we've got individuals who can turn a match on their own." A bit like Eddie Gray.Reuse content