Leeds conceded more goals again at Elland Road on Sunday afternoon as Manchester United ran out 4-2 winners to boost their top four hopes.
With Watford and Burnley both winning on Saturday, and Newcastle United picking up another point, Leeds now sit just five points above the bottom three.
Some feel that the Whites are not in a relegation scrap and will be comfortable, but Gray disagrees and insists that they are bang in the mix to go down to the Championship.
“They’re in it. I think they’re in it”, he said on beIN SPORTS.
“I think everyone up to Brentford has cause for concern right now.”
Leeds next play Liverpool and Tottenham Hotspur, before then heading into a run of four games they will hope to pick up a healthy amount of points from.
They face Leicester City, away, Aston Villa and Norwich City at home, and then head to play Wolverhampton Wanderers at Molineux.
