However, prior to the sacking of Peter Reid, Claudio Reyna captained the side in the two Premiership games Gray has missed and Jody Craddock skippered the side in the 7-0 hammering of Cambridge Utd in the Worthington Cup.
Gray said on the clubs official website: "I haven't really spoken to the manager about the captaincy.
"There was a meeting earlier in the week which Claudio Reyna and I were at but the gaffer didn't turn around to me and say that I will or won't keep the captain's arm-band.
"I would love to keep the captaincy and I'll just keep my fingers crossed that that's what happens.
"I think I've got the respect of everyone in the dressing room and I have never had any complaints about me being the captain.
"It's his decision to make and if he decides to give the arm-band to someone else then I have to stand by his wishes - but if he wants me to continue then that's fantastic as far as I am concerned."
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