It has been reported that the 24-year-old winger is on the radar of Leeds, who are also looking to sign Gyrano Kerk from FC Utrecht.
Disappointing Leicester City spell
Gray joined Leicester from Birmingham City in January 2016 for a transfer fee of £3.75 million, as reported by The Guardian at the time.
Much was expected of the 24-year-old when he arrived at the King Power Stadium, but the winger has not really progressed much during his time at the former Premier League champions.
According to WhoScored, the winger scored two goals and provided three assists in 21 Premier League matches for Leicester last season, although only three of them were starts.
Back in 2018-19, the Leicester winger made 23 starts and 11 substitute appearances in the league, according to WhoScored.
Leaving Leicester City for Leeds United
Leeds head coach Marcelo Bielsa is known for developing talented young players, and Gray could develop a lot if he works under the Argentine.
It could be good for the winger if he has a change of scenary and gets a new environment.