The 23-year-old, who was the only Scot to feature during the Test matches, came on as a second-half replacement during the tourists' 41-16 victory over the Wallabies in Sydney on Saturday that secured the Lions their first series win in 16 years.
Gray admits that coming on in the final Test with the Lions in such a commanding position helped ease his nerves on an historic day.
"It was pretty special," Gray told reporters.
"Thankfully the boys had scored a few tries so I was maybe not as nervous as I was going to be. I was very privileged and honoured to get a cap.
"I thoroughly enjoyed myself over the course of the month."
Gray will leave Sale this summer in order to join Castres.