Leicester were second in the Premier League table when the 19-year-old winger signed and had picked up only two points from their previous three matches, with their unlikely title charge looking like it was beginning to collapse.
But the 5000/1 outsiders produced a stunning second half of the season and were crowned champions on Monday, after closest title rivals Tottenham failed to beat Chelsea at Stamford Bridge in a fiery London derby.
Gray is yet to start in the Premier League, making 10 substitute appearances, but wants to seize the opportunity of playing for the newly crowned champions with both hands, and is hoping to get a chance to impress when Leicester host Everton on Saturday.
"I have to prove myself to everyone and I don't think anything could have worked out better for me," he said to Sky Sports.
READ MORE | Lauren: Arsenal need striker like Suarez
"I hope I play at the weekend as well and I want to express myself some more and show everyone what I can do."
Gray is not taking his side's incredible achievement for granted, though, despite already having one eye on next season.
He added: "I think you just have to enjoy and embrace the whole situation.
"You never know. Throughout my career this may not happen again, it's such a big achievement."