Leeds lost £5m on Keane when former boss Terry Venables sold him to Spurs for £7m.
Keane scored in both games last season as Spurs took four points off United.
Gray said in The Mirror: "Robbie is a real jack-in-the-box who can pop up and score goals out of nothing. He was a big loss to the club when he left.
"We have missed him as much as any of the players who have left this club in the last two seasons.
"He will be looking forward to coming back here and trying to put one over us. Robbie is young and enthusiastic.
"He is also very difficult to play against because he is so unorthodox but thankfully our players know him well."