However, Gray feels that Zaha should concentrate on his own game and is too old to become one of the world's best players.
"If we were talking about a 17-year-old then I might be saying 'maybe he's got a chance to be the next Cristiano Ronaldo or Lionel Messi', but he's 20," said Gray.
"There is a lot of pressure on the kid now to produce week in and week out. He's playing well in a league where you don't have to be the best player in the world to shine, but if he steps up to Premier League, European and international level, then he will have to shine and be one of the best.
"From what I've heard and what I've seen, the boy has talent, huge talent. But I've seen, over the last 40 years, players with more talent than Zaha not fulfil their potential."