The attacker departed last summer for the Saudi Pro League to resurrect his career.
Gray had experienced a breakdown in his relationship with Everton by that stage, but has now clarified those feelings that led to him joining Al-Ettifaq.
He told FourFourTwo: “It was a difficult decision, but I had to leave Everton. I was totally out of the picture. There was strong interest from Fulham, but it didn’t quite happen.
“Then I got a call from Jordan Henderson, had a nice conversation with the gaffer, Steven Gerrard, and thought: ‘I’m 27 and I’ve experienced two relegation battles, won the Premier League title and played in Germany. I have one career, so let’s see what this is saying'.
“It was a decent deal and the club sold me their ambitions. So far, they’ve stuck to everything they said they’ll do. The speed and dedication the club has put into trying to make the facilities elite is ridiculous.”