Norwich comfortably edged past the Owls, and Gray was clearly frustrated with the way that his side had played after the match.
The Owls boss said that his team were not ruthless enough in both boxes and explained that he would be expecting a vast improvement in their performance levels during their next outing.
"Football is a simple game when you get it right in both boxes and we didn’t do that today," he said.
“I have said that to the players and I have told them I want to see a big improvement for Charlton on Saturday.”
Wednesday have little left to play for this season, with the club looking destined to finish in mid-table, but it is obvious that Gray will not allow his team to take their foot off the gas.
He wants them to finish in as high a position as possible, and that means that they will need to show greater defensive solidarity and better finishing ability in future.
Wednesday missed two presentable opportunities against Norwich and were made to pay, with the Canaries eventually cruising to success.
Goalscoring has been a problem for Wednesday all season, but their defensive frailties will be a concern for Gray.
The Owls have built their success upon a solid backline and will be determined to ensure that they become more resilient again soon, after failing to keep a clean sheet in their last five games.