Both sides meet at St James's Park on Saturday afternoon.
Palace, who booked an FA Cup final spot last week, travel to the North East in a contest which will see Eagles boss Alan Pardew return to St James's Park, having left the Magpies to join their London counterparts 18 months ago.
His former club might find themselves relegated this season as Rafael Benitez's side sit 19th in the table, one point behind 17th-placed Sunderland - who have a game in hand - as the battle for safety hots up.
Victory would see them climb out of the bottom three if the Black Cats drop points away to Stoke City, and Gray believes that their fans will get them over the line against Pardew and co.
"Palace managed to see off Watford last week at Wembley but apart from that they have nothing really left to play for. The last thing that Alan Pardew will want when he visits his old club is for someone like Bolassie to get injured," he wrote on Paddy Power.com.
Rafa Benitez is starting to work his magic but needs to get the three points here because it’ll heap the pressure on to Norwich. He has the support of the fans. That could be enough."
Palace aren't yet mathematically safe themselves, though with eight points separating them from danger, it would be a miracle if the Londoners went down.