The new Black Cats boss has a tough task ahead of him.
The former West Ham boss takes over a side sitting 19th in the Premier League without a win from their first eight games.
His task is no easy one but it isn’t impossible, and he will take confidence from Sunderland’s last Premier League outing, in which they had the better of a high-flying Hammers side until Jeremain Lens’ sending off allowed Slaven Bilic’s men back in.
Gray believes Allardyce’s experience in similar situations over the course of his career will be vital and his no nonsense approach will toughen up what has become a notoriously soft team.
"I've no doubt at all he'll save us from relegation and then go on from there,” said Gray, in an interview with the Daily Star.
"He'll squeeze every last drop out of the players he's inherited, make the team harder to beat and turn the Stadium of Light into an intimidating place again.
"As a player, I found it tough playing against Allardyce teams and it's time teams hated playing Sunderland, because we've been a soft touch for too long," he added.
The Sunderland faithful will hope Gray’s prediction comes true and there is the now a sense of optimism after a dismal run under Dick Advocaat.
Changing managers is a tried and tested way of injection new energy into a club and gaining a short-term boost of confidence, but results will need to arrive soon if that optimism is to be maintained in the coming weeks and months.