The AFC South side travel to Heinz Field on Sunday, where they beat the Steelers 26-23 last season.
Gray told the team's official website: "He's a really good football player. We know that and then he's elusive. You can be free and can't get him down and you've got to be under control when you're rushing.
"You can't be out of control and think you're going to get him down because he'll throw you off with one arm and then he's going to look downfield because he's probably the best at looking downfield when guys are rushing and still finding targets.
"The thing you can't get frustrated with is that he is running around. Just make sure you're not trying to say I came up with three or four seconds and he should have been down. It doesn't work with Ben."
Roethlisberger completed 3,265 passing yards, 26 touchdown passes and eight interceptions last season.