"In the first half our final ball let us down and their goal knocked us sideways but we dominated after the break and we worked hard for each other," Gray said after the 2-1 victory.
"Ki-Hyeon Seol did very well after he came on and Kevin Cooper caused Rotherham problems down both flanks with his goal giving us a big lift.
On the possibility of him replacing Dave Jones in the Wolves hot-seat, Gray said: "I have not been interviewed for the job and I am not on the shortlist.
"The only way I am going to get the job is if we keep winning games."