The Clarets blew Bradford away with an early goal blitz to lay the foundations for a second pre-season win.
Three goals in five first half minutes put the Clarets firmly in control, with Gray doubling his pre-season tally in the 15th and 17th minutes before Ben Mee added another three minutes later with a firm header.
And after City pulled a goal back on the stroke of half time, Michael Kightly rounded off the scoring with a late fourth.
Tom Heaton returned in goal following his short summer break, while new signing Nick Pope was named on the bench in place of Paul Robinson.
Left back Stephen Ward also started after earning the honour of becoming the first Burnley player to appear in a European Championship finals.
There was an early scare for Heaton when Filipe Morais weaved himself into a shooting position, but dragged his shot wide.
But 15 minutes in, Gray was on target for the third pre-season game in a row with a clinical finish to end a sweet move.
George Boyd instigated things with a ball out to Stephen Ward and after the Republic of Ireland international feinted to go inside and fed Boyd again on the overlap, the cross was perfect for the inrushing Gray to power home a near post header.
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