Sonny Gray competed twice at Cooperstown Dreams Parks, first with Tennessee Reds Baseball (TN) Week 3 in 2001 and Tennessee Copperheads (TN) Week 3 in 2002.

In high school, Sonny displayed his talents on the football and baseball fields at Smyrna High School (Smyrna, TN). He was a three-year letter winner and starter for football and a four-year letterman and starter in baseball. As quarterback his junior year (2006), Sonny led his team to the school's first ever state championship (Smyrna HS competes at the AAAAA level). Sonny and his teammates clinched the state championship again in 2007. A right-handed pitcher on the diamond, Sonny posted an 11-2 record with 0.95 ERA in 2007 (junior year), leading his team to a number 3 state ranking and a school record of 33 games won (33-8). At the plate, he finished with a .457 BA, including 10 home runs and 30 RBI. The Tennessean voted him Gatorade Player of the Year in Baseball. Unfortunately, Sonny's senior year (2008) was cut short due to a broken ankle. Before the injury, he was 4-0 with a 0.78 ERA. Sonny completed his high school athletic career with a 2008 27th round Major League Baseball draft pick by the Chicago Cubs. Despite the chance to start a professional baseball career, Sonny headed to Vanderbilt University (Nashville, TN) to play at the college level.

Sonny began his collegiate career (2009) as a closer, recording a team-high 5 saves. He was moved into a starting position, posting a 5-1 record with a 4.30 ERA in 22 appearances. Sonny struck out 72 in 58.2 innings of work. After his freshman season at Vanderbilt, Sonny spent the summer pitching for the USA National Team, going 3-1 with a 0.75 ERA in eight appearances (27 strikeouts in 24 innings, opponents hit only .139 off him). Sonny went 10-5 with a 3.48 ERA in 19 appearances (16 starts) his sophomore year (2010). He led the team in strikeouts (113), innings pitched (108.2) and walks (48) while opponents hit .246 and was ranked second in the SEC in strikeouts. He received second-team All-SEC selection, SEC All-Defensive Team selection, and twice earned SEC Pitcher of the Week honors (2/21/10 and 3/26/10). Sonny spent another summer playing for the USA Baseball National Team. Heading into his junior season (2011), Sonny was named a pre-season All-American by Baseball America and Collegiate Baseball. He finished the season with an 11-2 record, a 2.01 ERA in 16 starts, 115 strikeouts and walked just 39.

In 2011, for a second time, Sonny was chosen in the Major League Baseball Amateur draft. He was the 18th overall selection by the Oakland Athletics. Sonny made his professional debut in 2011 with the Arizona League Athletics (Phoenix, AZ). He left Arizona to play with the AA Midland RockHounds (Midland, TX) the same year. Sonny started the 2012 season in Midland and then moved on to AAA Sacramento River Cats (West Sacramento, CA).