The Minstermen looked set for their second win under Gray but conceded two goals in the final five minutes, writes Tom Feaheny.
"You can't dominate a game like we did there - for 85 minutes - and then have a five minute lapse of concentration," said Gray to the club's website.
"That game - no disrespect to Leamington should have been 3, 4, 5-0.
"With the chances we had in the first half, you expect to be going 3 or 4-0 up at halftime," he added. "We looked very, very comfortable and then two lapses of concentration, you feel like you have been beaten."
Gray feels that progress is being made despite the set-back of not winning.
"I feel there is improvements taking place, I can see it on the training ground and for most of that game as well, we must build on it."
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