Norwich, Newcastle and Villa are all in the bottom three at the moment, while Sunderland are in 17th position.
The gap between the Black Cats and 16th-placed Swansea City is eight points, although Sam Allardyce’s side do have a game in hand.
Former Villa striker Gray believes that Sunderland will retain their Premier League status for next season.
“Aston Villa are down, Norwich can’t get goals and look to be in big trouble, and then you have to pick one from the North East which is either Sunderland or Newcastle to go down with them,” Gray told Sport360.com.
“Right now there is no doubt that Sunderland are playing better football. There is a spirit about them that I don’t see at Newcastle and because of that, with nine games to go, I would say the bottom three right now will all go down.”
Villa look like they are going down to the Championship for sure, while Norwich are likely to follow them.
Newcastle’s recent results and performances suggest that they could join them, although the managerial change at St. James’ Park could play a positive role.
Former Liverpool boss Rafael Benitez has replaced Steve McClaren, and he could so something wonderful at Newcastle between now and the end of the season.