It has been reported by the British tabloid that QPR are looking to recruit the 23-year-old as a replacement for Charlie Austin.
English striker Austin is on the radar of Premier League outfit Newcastle United, who want to sign him this week, according to The Northern Echo.
QPR need a replacement for the 25-year-old, and it seems that the London outfit want to recruit Gray from Championship rivals Brentford.
Gray was one of the best players for Brentford in the recently concluded 2014-15 season.
The Englishman scored 17 goals and created 39 chances in 46 Championship appearances.
The former Shrewsbury Town player had a pass accuracy of 72% and a shot accuracy of 54%, and won three headers, 31 dribbles and 10 tackles in those 46 league matches.