Burnley's promotion push has been halted slightly with three draws in their last five games.
Gray picked up the award last night, and went on to talk about how it compares to team success.
"Awards mean nothing to me," he said. "The only award that means anything to me is that automatic Championship medal."
The former Brentford hit-man has been in scintillating form this season, scoring 24 goals in 39 Championship appearances. Those goals have proved vital in firing Burnley to second in the table, two points behind leaders Middlesborough and two points ahead of third placed Brighton & Hove Albion.
Gray also spoke about how he does not deem football to be a pressurised profession, before going on to say as long as his Burnley side are in the top two, he does not care about winning the Championship title.
"I don't see what the pressure is," he said. "We've chosen to do this job and that's what we came here for. A lot of people are forced to do a job to pay the bills, they're forced to work for someone they don't want to and I think that's pressure. Whether we do it as champions, which we want to do, or we do it as runners up we want to do that and that's what means the most to me. Everything else comes as an icing on the cake."
The Clarets face their biggest test of the season on Tuesday night as they welcome table-topping Middlesbrough to Turf Moor, where a win would see the hosts leap-frog the visitors and move into top spot.