Gray was known in the film business as a dependable "player" and to the public as a dotting son. Throughout his Hollywood career he lived with his parents or his mother until his marriage in 1935. Built home he shared with parents, Henry and Mamie Gray. Henry died in 1932, Larry continued to share home with his mother until Delores Del Rio introduced him to Maria Luisa Figueroa and a "romance blossomed into an engagement."