Gray took some of the responsibility with his own performance, but praised the determination and energy shown by his side and backed them to pick up points in the future with those qualities behind them.
The winger admitted: "I think we lacked a bit of quality in the final third - personally, myself, I lacked the quality today.
"I thought we showed the desire and the fight but it just wasn't to be.
"The energy was there, we can't fault our spirit or determination, but we lacked the quality today. We've got to keep working on it and hopefully we'll start picking up points."
Defeat left the Blues in 16h place in the Premier League table, precariously only four points above the relegation zone - but with some games in hand on selected sides below them.
"We know the position we are in. I think we showed good fight today and we worked hard throughout the week," Gray added.
"We are disappointed to obviously lose again. We've just got stick together and take accountability.
"It's something we've got to work on [stop conceding the first goal]. It's not ideal conceding just before half-time, from another set-piece as well. We'd defended well up until conceding the goal.
“It was a setback. We regrouped in the second half but we just couldn't get the goal.
"As a group, it's obviously not a good feeling being in the position we are in. But we've all got to dig deep, we've no excuses. We've got to take each week as it comes now.
"We've got the quality in the squad but we need to start to show it.
"We know what position we are in. It's difficult for the players, it's difficult for the fans and for the club in general.
"All we can do is go again, take accountability and make sure we put things right."