United have taken only two points from their last four games, are second from bottom and today host fellow under-achievers Tottenham.
Gray is now expected to stay in temporary charge for the rest of the season.
He admitted: "We need to start going into games without that fear of losing.
"It is difficult at a club in our position with the expectation levels here.
"But the boys have to overcome this and have the confidence and courage to try things because that is what wins matches.
"They have to express themselves more. That is what happens with the top teams and it is that freedom of expression that keeps them there.
"Manchester United and Arsenal have top players who can go out and change the course of games. That’s what makes the likes of Roy Keane, Ruud van Nistelrooy, Thierry Henry and Robert Pires great players.
"I am confident we have the players here who can do that. Jermaine Pennant and James Milner may only be young, but they can transform matches with their ability.
"But time is not on our side. We have to start winning games quickly."