Gray will be pressing his claims for selection from a new base having left Glasgow Warriors for Sale Sharks this summer.
It's a move that the 23-year-old is convinced he will make him a better player and could ultimately boost his Lions chances.
"I still think there's a lot to come from me and coming down here will hopefully take me out of my comfort zone and push me on," Gray told the Manchester Evening News.
"Growing up as a kid in Scotland, I watched a lot of (English) Premiership rugby on TV and I wanted to challenge myself in a different league. I felt the Premiership was the best place to take my game to the next level and I'm delighted to be here.
"Obviously being a part of the Lions would be nice but for now I just want to concentrate on trying to play well for Sale. As for the Lions, we'll see what happens."
Sale finished sixth in the Aviva Premiership last season and have since enjoyed an action-packed pre-season.
The Sharks have moved to a new home at the Salford City Stadium and have appointed former Gloucester boss Bryan Redpath as director of rugby.
The mood in Manchester is clearly a positive one and Gray himself has been impressed with what he's seen so far following his move south.
"From the first couple of days of being here I knew that I'd made the right decision and I'm very happy with life," added Gray.
"All the talk was about Sale going places and Steve (Diamond, Sale's CEO) is the type of character who sets about getting things done. Hearing his ambitions for the club and where he wants to take them you could see and feel the passion in his voice and I just thought that this was where I wanted to be.
"Everyone's been really friendly and they have gone out of their way to make me feel welcome. I've settled in really well and it obviously helps that there is a big Scottish contingent already here. It's helped give the club even more of a homely feeling for me.
"The training sessions were some of the toughest I've ever experienced and everyone has pushed each other really hard in training to be the best, which is exactly what I thought the place would be like."