Speaking in the Yorkshire Post, Gray said:"You would not have thought two years ago that a game between Chelsea and Leeds would have been a top-against-bottom clash.
"Claudio Ranieri has done a magnificent job in building the team up. It is all very well having that money available but he was the one who had to chose where to spend it. He has done very well and you could spend all week scratching your head looking for a weakness.
"In the end you have to have faith in your own ability. We must have confidence in what we are capable of and if we go out there and play to our very best then I know we will have a chance of earning a very good result."
Defeat would leave The Whites at the foot of the Premiership table with only two games left, against Fulham and Manchester City, before the crucial Christmas period.