The Three Lions squad are in Aktobe, where they are preparing to face Kazakhstan on Thursday afternoon knowing that a victory will be enough to secure qualification for the competition in Poland next July.
They will then return back to St. George’s Park ahead of the final qualifier against Bosnia & Herzegovina at the Banks’s Stadium in Walsall.
Kazakhstan v England
UEFA European U21 Championship
Group 9 Qualifier
4pm (BST), Thursday 6 October 2016
Central Stadium, Aktobe
Live on BT Sport
And Leicester City star Gray knows neither game will be easy for Aidy Boothroyd’s side, with a sell-out and lively home crowd expected at the Central Stadium in Aktobe on Thursday.
"Of course, these are both going to be difficult games, especially the one away in Kazakhstan,” said the former Birmingham City forward.
"It’ll be a tricky place to go. But we’ve done well so far so we just need to keep doing what we’re doing and finish it off in one of the next two games."
The squad will be working under interim boss Aidy Boothroyd for the two games this month and two fixtures next month, which are dependent on the outcome of qualification.
And Gray is hoping to impress Boothroyd, who he previously worked with at U19 and U20 level, as he aims to earn himself a place in the line-up for either of the games this week.
"We’ve got a period of time to get used to the change, but it’s just another manager we need to impress," he added.
"It’s the same for every player though, we all need to apply themselves.
"But I’m sure we’ll come together and do what we do best."
You can read the full interview with Demarai in the official match programme for the Bosnia & Herzegovina game which will be available next week.
Tickets for the game in Walsall cost just £1 and are available via the Banks’s Stadium ticket office. Click here for more details.