Gray helped the Easter Road men roar back from two goals down to secure a dramatic last-gasp 3-2 victory over Asteras Tripolis in last week’s second qualifying round first leg.
The full-back, a half-time substitute, grabbed the equaliser before Flo Kamberi’s injury-time winner gave Neil Lennon’s side something to hold on to in Thursday’s second-leg.
Having leaked four goals away from home in their incredible 12-5 aggregate win over NSI Runavik of the Faroe Islands, and having ended last season with a stunning 5-5 draw with Rangers, it would seem that trying to defend their narrow advantage might not be part of this week’s game-plan.
However, Gray, who has now scored in three of Hibs’ last four European matches, is optimistic the capital outfit can still improve at the back, whilst retaining their threat going forward.
The Scottish Cup-winning hero said: “We conceded two goals again, so we’re disappointed in that and we know we need to tighten up.
“But we’ve obviously shown again that we’re able to score goals.
“I’m sure we’ll be a threat when we’re over there but, first and foremost, we need to tighten up and make sure we keep it tight at the back over there in the second leg.
“We’ll go there with confidence, having won the game, but we know it will be a completely different challenge.
“Obviously, the climate will be a lot different and I thought the fans for us on Thursday night were tremendous, they really got us over the line in the second half; they were right behind us.
“That made a big difference, but going over there it’s going to be a bit different, a little bit more hostile towards us.
“That’s all part of the challenge and the experience of playing in Europe and it’s something we’re all striving to do well in.”
Gray scored in the 1-0 away win over Brondby two years ago, when Hibs went out on penalties, and also in the 6-4 victory in the Faroes in the last round before keeping up his continental scoring record against Asteras.
With a third-round tie against Molde of Norway awaiting this week’s winners, there is plenty at stake for Gray and his team-mates in Greece and the 30-year-old insists an aggregate victory is all that matters.
He added: “The most important thing is progressing in the tie. If we can go over there and score it makes it a lot harder for them, because they’ll need a couple of goals, and if we can tighten up defensively we know we’re good enough to score goals against teams.
“We showed on Thursday we can cut them open and score goals. We’ve got real attacking threat going forward, so we’re going over there with confidence.
“But we also know it’s going to be a very difficult game, so we need to prepare properly.”