Pontus Jansson was fortunate to avoid a red card in Leeds United's latest defeat.
The 10-man Whites dropped out of the top six in the Championship after Bernat Celina's goal on 67 minutes proved enough to down Thomas Christiansen's side.
United had played most of the game with a numerical disadvantage after Eunan O'Kane was sent off on the 37 minute mark, but Gray feels that Jansson should have followed him.
The Swedish centre-back was booked for dissent with 10 minutes to go and then chopped down Joe Garner in added time as he looked resigned to getting a red card, but the referee resisted the home fans' cries for a second yellow.
Gray told LUTV: "I've got to be honest, Pontus can consider himself a bit fortunate [not to be sent off] after his actions. I was glad he never got sent off.
"He got booked and his reaction to being booked left himself open for the referee to make a decision."
Leeds were already without Luke Ayling due to injury and Samu Saiz, who served the first of a six-match ban, and O'Kane's stupidity has already cost his side dearly as he looks set to be missing for three games.
With that in mind, perhaps Jansson, a £3.6 million (The Express) permanent signing in the summer, should've shown a bit more leadership, a bit more maturity, and kept one eye on United's next game, which he would have missed had the referee did the right thing.