The Black Cats are set to lose Sam Allardyce, with the 61-year-old boss expected to take the England job in the near future.
The FA have held formal interviews with Allardyce, and are now in the process of agreeing compensation with Sunderland.
David Moyes is now said to be the favourite to take over at the Stadium of Light, and Gray is keen for the former Everton boss to take the reigns.
“I’d take that,” Gray said, when asked whether he’d like Moyes as Sunderland manager.
“I think he’s similar to Sam in his approach. Given some money in the transfer window, I’d hope that he would continue that. The end of the season was promising, and everyone was optimistic heading into this season. That wouldn’t change if someone like Moyes came into the club.”
Moyes is believed to be in advanced talks with Sunderland already, as the North East side are keen not to allow Allardyce’s departure to disrupt their preparations for the upcoming campaign.
The Premier League gets underway next month, and Sunderland still have a lot of work to be done to be ready for the new term.
Sunderland are yet to make a signing this summer, with Allardyce’s impending departure reportedly affecting their transfer plans.
Moyes has been out of work since leaving Real Sociedad back in 2015.