Wednesday crumbled on Friday night as they were beaten 3-0 by Sunderland at Hillsborough, with Dan Ballard’s goal and a Jack Clarke brace in the first half doing the damage against a home side that barely laid a glove on them.
Around 26,000 attended the game, but far less than that remained by the time the final whistle was blown, and those that were still there made their voices heard as they booed the team off the field.
Chants calling for the chairman, Dejphon Chansiri, and manager, Xisco, to leave the club were regular occurrences on a torrid evening, and Gray admits that he’s sad to see it.
"Everybody has to be on the same page,” he said of the Owls. “If you’re not on the same page, there’s only one thing that is going to happen.
"You are going to get dragged into a relegation fight, which Sheffield Wednesday find themselves in in the early stages of the Championship after working so hard to get themselves back into the Championship.
"If you lose your supporters, you lose your football club. This club has got an incredible fan-base. The history that this club has got is amazing so to see it the way it is right now is heart-breaking. You don’t want to see it because it is a wonderful club.
"We heard the crowd in the second half and we know exactly what they want. We are not standing here saying they need to change the manager… We are looking at the performances and results and what comes with that is a change, whether that is above and the chairman maybe wanting to sell the club.
"There are big issues here and everybody has to be on the same page and they are not and that’s a big problem."
Wednesday now face West Bromwich Albion in their next league game, and if they don’t win then the 2023/24 season will become their worst start to a campaign in the club’s history.