Gray reacted angrily to a second-half challenge from striker Henderson directly in front of the Leeds dug-out.
As the two players clashed, angry scenes followed involving players and coaches from both sides before referee Mark Cowburn finally showed straight red cards to both players for violent conduct.
Gillingham have since appealed against Henderson's dismissal to the FA, who may decide to charge both clubs with failure to control their players once they have looked at the incident on video.
There may be further action if midfielder Simon Walton is discovered by the FA to have made a gesture to the referee, as has been alleged.