The Clarets blew Bradford away with an early goal blitz to lay the foundations for a second pre-season win.
Three goals in five first half minutes put the Clarets firmly in control, with Gray doubling his pre-season tally in the 15th and 17th minutes before Ben Mee added another three minutes later with a firm header.
And after City pulled a goal back on the stroke of half time, Michael Kightly rounded off the scoring with a late fourth.
Tom Heaton returned in goal following his short summer break, while new signing Nick Pope was named on the bench in place of Paul Robinson.
Left back Stephen Ward also started after earning the honour of becoming the first Burnley player to appear in a European Championship finals.
There was an early scare for Heaton when Filipe Morais weaved himself into a shooting position, but dragged his shot wide.
But 15 minutes in, Gray was on target for the third pre-season game in a row with a clinical finish to end a sweet move.
George Boyd instigated things with a ball out to Stephen Ward and after the Republic of Ireland international feinted to go inside and fed Boyd again on the overlap, the cross was perfect for the inrushing Gray to power home a near post header.
Two minutes later, the current Championship player of the year doubled his and Burnley’s tally, racing clear onto Dean Marney’s superb through ball and coolly lobbing the advancing Colin Doyle from 15 yards.
And incredibly the Clarets were three up soon after, when Ben Mee rose highest to meet a David Jones corner and direct a powerful header home from six yards.
City picked themselves up from the triple-whammy and after Billy Clarke smashed a shot off the post from a tight angle, Paul Anderson’s overhead kick sailed just over.
Dean Marney then made a goal-saving tackle to deny Morias, as the Bantams striker raced clear and was set to pull the trigger.
Burnley though, could have added to their tally, with first Scott Arfield and then Boyd being denied by desperate blocks, City
And as Burnley regrouped after Ashley Barnes walked off three minutes before the break after suffering a hamsting injury - to be replaced by Lukas Jutkiewicz – City cut the Clarets lead with the last action of the half.
Billy Clarke’s shot was saved by Heaton, but Morais pounced to drive home the rebound off the post.
Goalkeeper Pope, along with Rouwen Hennings, were introduced for the second half, with Jutkiewicz also suffering a hamstring tweak.
And just after the hour, three more changes brought a debut for former AFGC Wimbledon striker Dan Agyei, replacing Gray, and Danny Lafferty and Fredrik Ulvestad (Ward and Marney).
David Jones, just off target early in the half, was again close with a shot from distance midway through the half.
And more changes continues to affect the flow of the game, as Mee, Boyd, Michael Keane and Tendayi Darikwa all made way.
And when Darikwa drilled a low cross into the danger zone with 10 minutes remaining, a miscued clearance fell perfectly for Kightly to score the fourth.
That rounded off a good afternoon’s work for the Clarets, who gave a late debut to ex-Shrewsbury wide man Josh Ginnelly, alongside young midfielder Aiden O’Neill.
Burnley: Heaton (Pope 46), Darikwa (Lowton 73), Keane (K Long 73), Mee (Tarkowski 73), Ward (Lafferty 66), Arfield (Ginnelly 81), Marney (Ulvestad 66), Jones (O’Neill 81), Boyd (Kightly 73), Gray (Agyei 66), Barnes (Jutkiewicz 44, (Hennings 46))