She was best known for her roles in the films Nightmare Alley in 1947, Red River in 1948 and Stanley Kubrick’s The Killing in 1956.
Gray was born Doris Jensen on October 23, 1922 in Staplehurst, Nebraska.
She was the daughter of a farmer. After graduating from high school, she studied dramatics at Hamline University, from which she graduated cum laude and received a Bachelor of Arts.
She then decided to travel to California. When she reached La Jolla she obtained employment as a waitress in a restaurant.
After several weeks there, she moved to Los Angeles and enrolled in the University of California.
She also worked in the school’s library and at a YWCA while a student at UC.
She had leading roles in the Los Angeles stage productions Letters to Lucerne and Brief Music, which won her a 20th Century Fox contract in 1944.