She became an orphan when her mother died in her early teens, after which she went to live with her aunt in Cincinnati. While Gray attended segregated public schools alongside her aunt’s three children and worked as a seamstress, she found time to work in the dental offices of Jonathan Taft, an early advocate of training women as dentists.
After three years working in Taft’s office, Gray had learned enough to pass the entrance examinations into the University of Michigan’s School of Dentistry, where Jonathan Taft had previously served as the dean, and begin her studies in 1887. She graduated three years later, making her the first Black woman to become a dentist in the United States. She opened her own office in Cincinnati, where she serviced patients of all races and was celebrated as a role model for women.
After marrying James Sanford Nelson, Gray moved her practice to Chicago, where she earned a reputation for her gentleness with pediatric patients and inspired another patient, Olive M. Henderson, to become the second Black woman dentist in Chicago. She was heavily involved in her community and continued practicing until her retirement in 1928. After the death of her first husband, she remarried William A. Rollins. She died in 1953 at 86 years old.