Villa have lost both of their games so far this season.
The Villans are competing in the Championship this season after their dismal relegation from the Premier League.
It has not been a good start for them though, losing to Sheffield Wednesday in their opening game on Sunday.
They then followed that up with a disastrous performance against Luton Town on Wednesday seeing them lose 3-1 at Kenilworth Road and exit the EFL Cup.
It has led fans to worry that this season is set to be another disappointing one, but Gray insists their start is not the worst in the world.
“I think if you start as bad as that, then there’s only one place they can go and that’s up,” he told talkSPORT.
“So it’s not the worst thing in the world to start the season as they have done as long as the players and the coach staff learn from it.”
It remains to be seen if Villa can bounce back from this disappointing start to the new season.
Much may rest on the work they do in the transfer window, with them so far quiet aside from the big money move for Ross McCormack.
The two games so far have shown that their defence still needs serious work and perhaps a move to improve that area can help to turn things around.