At a Quarterly Conference in 1906, a resolution authorizing a church in Gray was passed and early the next year services were held temporarily in the Gray schoolhouse. In September 1907, Mrs. Annie Griswold Johnson deeded a lot to be used as a Methodist church. Construction began under the pastorate of Rev. D. B. Cantrell and the first service was held on Easter Sunday, 1908. Mrs. Griswold's daughter, Mrs. F. M. Stewart, Sr. donated the land for the parsonage in 1911. In 1915, a fire completely destroyed this first church structure. A new sanctuary was soon rebuilt and on August 12, 1915, the first service was held.
Mr. F. M. Stewart, Jr., who joined the Gray Methodist church in its first year, was one of the young men who went to France during WWI. The Great Depression hit this region very hard due to dropping prices for peaches and cotton. Due to the church's proximity to a large infantry training center and two air bases in the area, Gray Methodist church was active during WWII. Due to increased population in the area, the church needed to expand at the end of WWII. Under the leadership of Rev. L. S. Baugh, construction added Sunday school rooms, a pastor's study, an enlarged sanctuary, and vestibule. While this work was being done, services were held in the high school gymnasium. In 1959, the charge was broken up and Clinton and Gray were put on their own charge and, in 1968, the church voted to leave the North Georgia Conference and join the South Georgia Conference. In 1961, the present fellowship hall was completed and the remaining stained glass windows were added to the sanctuary. In 1964, a new parsonage was built.