Gray, 38, has claimed it is time for Martin O'Neill to hand the armband to a more experienced campaigner.
Wearside-born ex-skipper Gray, who spent 12 years with the Black Cats, said: "You need 11 players on the field to win matches.
"They gave Lee the armband to settle him down, but it hasn't. This was looked at last season. I'm sure Martin will look at it again."
Cattermole now misses three games, including next month's derby clash with Newcastle.
Gray added: "Martin O'Neill has got experienced players at the club like John O'Shea so maybe it might be time for a change."