Nuhiu has shown his ability in patches this season, but in other games he has looked lethargic and clumsy.
It means that opinions of Wednesday fans are still divided on the striker and Gray feels that the target-man has to make some improvements if he is to become the club's main man up front.
"The header Attey got against Rotherham [in Wednesday's last match] was fantastic and he is disappointed he didn’t get a second goal," he said.
“His second half performance was a lot better. I’m not taking anything away from Attey but he needs to do that for 90 minutes.
“Atdhe has got to realise he’s only going to score goals from inside the box.”
Despite Gray's hope of an improvement in Nuhiu, he has still managed to score 10 goals in all competitions this campaign and that makes him Wednesday's top scorer.
The Owls have struggled for goals throughout the season, but Nuhiu's bludgeoning style has been effective against some defences.
It certainly was last weekend, as he scored a brilliant header to kick-start Wednesday's revival in their 3-2 win against Rotherham United.
The challenge for the Austrian international now will be to build on this goal and ensure that he finds the consistency required to convince Gray that he can be relied on next season.