Fly-half Tommy Allan held his nerve to convert Damien Hoyland's late try to seal a 21-20 win for Scotland against Ireland in Galashiels.
Scotland welcome unbeaten Wales to Inverness next and, having not beaten them since 2009, Gray, younger brother of Scotland lock Richie Gray, insists they are taking nothing for granted.
"There is a great buzz in the squad after beating Italy and Ireland but we know we still have a lot of work to do and that Wales will be a very tough game," he said.
"Wales are a very good and strong team and have a lot of big forwards and hard runners in the backs so we know that we will need to respect them.
"We don't want to get ahead of ourselves, we beat Italy and Ireland but we still need to take each game at a time and have to have all our focus on playing Wales on Friday."