Sheffield Wednesday were unable to complete a deadline day signing, despite trying to get a deal done.
The Owls boss had been looking to sign a new striker to add to his squad but, despite a series of phone calls, his efforts failed.
It means that Wednesday have to cope with what they have this season, but Gray admits that he isn't too concerned by that.
“We had a few calls in about players but nothing materialised,” he said. "However, we’re looking a lot more healthy."
Wednesday have little left to play for this season so there wasn't too much pressure on them to land their top targets.
The Owls look destined to finish in a mid-table spot and Gray will already have one eye on next season, where Wednesday will be looking to mount a promotion challenge.
The Yorkshire side now have funds to spend and they are likely to be active in the summer transfer window, where they will be hoping to be more successful with landing their transfer targets.
Despite their deadline day failings, Wednesday did manage to make one late recruit - bringing in Lloyd Isgrove on loan from Southampton earlier in the week.