Gray was denied by Fulham goalkeeper Marcus Bettinelli either side of the break and Watford paid for their wasted chances as an improved second-half performance by the hosts saw them draw level through Mitrovic's equaliser on 78 minutes.
Mitrovic said: "It was a tough game, we didn't go into the game as we wanted. We made a mistake and they punished us.
"In the second half we pressed well, kept the ball, created a lots of chances, we could've scored more.
"That's football, we get a point, better than nothing but looking forward to the next game, I play in a good team who play for me. There are so many players around me who try to assist, we play attacking football.
"I am always close to the box, around the box which is where I like to be so I'm enjoying my time here."
Cottagers teammate Andre Schurrle added: "The first half was really tough. We conceded a goal after one minute and 30 seconds. It is terrible to start a game like this. We didn't the touch ball and were behind. Watford were the better team in the first half and we tried to stop us from falling.
"In the second half the change in system was good for us. We had more players up front. We got the second balls and duels but unfortunately we only scored one."