"We were yelling, 'Go away!'" Gray said. "Then we finally opened the door."
It was his manager, Steve Scarsone, telling him he had been called up by the A's.
"It was really exciting," Gray said Wednesday in front of his locker at PNC Park, where the A's were set to wrap up their series against the Pirates. "It was completely unexpected, and I think that's what made it even more exciting. He let me know and told me to go out and call my mom."
Gray did just that, relaying the news to mom Cindy Craig, who was in Florida on vacation, before prepping for a flight to Pittsburgh to join the A's and prepare for a new role out of the bullpen.
Gray's promotion, which resulted in the optioning of Dan Straily, comes 765 days after the A's drafted him with their first pick in the 2011 Draft. Through 16 starts with Triple-A Sacramento, he was 8-5 with a Pacific Coast League-leading 2.81 ERA.
Gray will pitch out of the bullpen for now, a role he held for a short time in college and also experienced in Spring Training.
"I feel comfortable in whatever role I'm put in, especially whatever role I can contribute however way," he said.
"I'd probably like him to start an inning as opposed to getting ready quickly and have to come in during one," manager Bob Melvin said. "You talk about soft landings, and that's not always easy to do, but potentially starting an inning would maybe make him a little more comfortable.
"If we can use him, we'll use him. It's not like we want him to sit around for a couple days. I'm not sure yet. It's going to be more feel. I wish I had a definite plan for him, but I don't at this point."
For Gray, rated the team's No. 5 prospect by MLB.com, getting to the Majors at this time was the result of "just going right after guys as much as possible."
"My fastball has been night and day better than it was last year, and my curveball's been working well," he said. "The changeup has gotten me a lot of outs, out of a lot of big innings."
Said Melvin: "Based on what we saw the last couple springs, it was all about the command, and he seems to have come a long way as far as that goes. You look at the numbers in Triple-A, and that would suggest that."
Gray compiled 107 strikeouts and walked 34 in 102 1/3 innings in Sacramento.
"He throws hard and has good movement and has the curveball and changeup," Melvin said. "He's not very predictable, and on top of that he can throw in the mid-90s at times. There's a reason he went in the first round."