Wickham recalled from his loan at Sheffield Wednesday yesterday, two days before it was due to end.
When asked whether he believes there's a chance Wickham will return to South Yorkshire, Gray replied: "Yes, very much so.
"It's a case of being in dialogue with Gus and Sunderland, and Connor wants to come back as well.
"He was hugely disappointed he had to go back.
"Fingers crossed we can get him back."
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