The Whites have won three of their last four league games and are a spot ahead of Arsenal in the league table in tenth.
A brief resurgence in form, which saw them five out of six league games, Arsenal’s form has again tapered off and they have lost last their last two matches and are without a win in three outings.
Leeds outplayed Arsenal at Elland Road earlier this season and were widely recognised as unlucky to only get a point from that game.
Ahead of their trip to the Emirates Stadium, Gray insisted that Leeds will have no fear about the Gunners and is certain that they will look to impose their football on Arsenal.
He is confident Leeds will play to pick up all three points regardless of what happens.
The Leeds legend said on LUTV: “When we go to Arsenal at the weekend, I don’t think we will go there with any fear.
“I think they will go believing that they can win the game and they are going to play the game as if they are going to win it, regardless of the result.
“We will go there, we will play our game and put them under pressure.”
Arsenal’s form is again threatening to damage their season and Mikel Arteta will look to stem the rot when Leeds come calling on Sunday.
