However, the visitors held on and Gray believes that his team worked hard for the win in what he describes as a "proper" FA Cup match.
"We had to roll our sleeves up today and the character we showed was superb," he told the club's official website.
"That is exactly what the FA Cup is all about. It was a fantastic game. It was a proper cup tie and hopefully we can get a good draw tomorrow.
"It would be great to get a big draw at Hillsborough."
The draw for the fifth round takes place tomorrow evening.