The 19-year-old winger is considered one of England's top young talents.
West Bromwich Albion’s start to the new season has been slightly underwhelming. They were taken apart by Manchester City last Monday and yesterday did not score against Watford in a 0-0 draw.
So they remain without a goal or a win at this point in time and Tony Pulis might just be considering bringing in some new players this month.
The England youth international is being linked with a Midlands switch this weekend by The Sun, as reported by the Birmingham Mail.
The teenager signed a new deal at St Andrews recently however West Brom are willing to make a move for the player in order to strengthen their wide options.
The club have already missed out on the likes of Bakary Sako and Michail Antonio this summer as Pulis looks to bring in wingers that have been missing for The Baggies in recent times.
Gray is considered to be one of the top talents in the Championship and has been linked with a move to West Brom in the past.
However, with him committing his future to The Bliues just recently and the club known to have a massive price-tag on their key asset, West Brom face an uphill battle to sign him.