Due to the long-term injury to Stephen Crainey, who is struggling with the pelvic condition Osteitis Pubis, Leeds made a move for the former Black Cats captain.
Gray has not featured for Rovers since the 4-0 defeat to Chelsea in October and has lost his left-back spot to Jay McEveley and former Leeds skipper Dominic Matteo.
Central defender Michael Duberry meanwhile has been linked with a move to Nottingham Forest as a replacement for Michael Dawson, who joined Spurs on Monday.