On Thursday, it was announced that the Owls had agreed a loan deal with Chelsea for highly-rated midfielder Baker. Although the length of the loan is purely down to the Blues discretion, it is thought the under-21 Premier League winner will remain at the club until the end of the season.
In the pre-match press conference for the game against Nottingham Forest, a clearly elated Gray told reporters what he had seen from Baker in training and the qualities he had brought to the club.
''He's trained with us this morning,'' Gray told swfc.co.uk. ''He's shown us the qualities that he's got: he's a two-footed player that can pick out a pass and score goals. At the end of the day, he's a young boy with a talent.
''Hopefully he can do well for Sheffield Wednesday - create goals and score goals as well.''
The 19-year-old may get his first chance at impressing for his new side on Saturday when Wednesday take on an out-of-form Forest in what some may dub as one of the games of the weekend.
The two sleeping giants, with just one place between them, will be desperate to pick up all three points as they attempt to climb the table for an assault on the play-offs in the second half of the season. Although for Stuart Pearce's side, it is more of a case of stopping the rot after just two wins in 19 games.