Gray rejected a new contract offer from United to move to Deepdale.
"I had the choice of another year at Man United. They offered me another one-year deal," he explained to the Evening News. "I decided it was the right time to move on.
"I was 22 years old and it was either another year at Man United playing in the reserves or take the chance to go and play first-team football at a good level. It was a good opportunity and I'm enjoying it at Preston amongst a really good bunch of lads.
"It wasn't so much having to knock United back. I'd got to an age where I'd been there for six years. The problem with another one-year deal there is I'd have been in the exact same situation for another 12 months. I could have gone on loan again (he had previously been farmed out to Crewe and Plymouth) but I felt it was the right time to get myself out of there and get playing as much as I can, get myself in the shop window. I had to start making a career for myself.
"I was 22 and only played something like 40 games. If you look around the Championship there are other players at the same age who have over 150 appearances on their CV."