Canada face Argentina, Scotland and Turkey in June and Gray, who currently plays for BritLeague side Edinburgh FC is excited at the prospect.
"We're a football minnow so yeah I'm pleased that we've made it to the finals and we're in a Group of Death, if you like," said the centre-half, whose side stunned Ecuador in a two-legged play-off to reach the last 32.
"We can't wait to face the almighty Argentinians."
"But also Scotland and Turkey are very good football teams and we want to give them a run for their money."
Gray, who was born in Edinburgh, says their will be emotions running high when he and his team face his native country Scotland.
"I was born in Scotland, my parents are both Scottish, and we moved to Edmonton when I was six. So yeah, there will be lots of emotions when I play against them."
Canada made it to the 1994 and 1998 CSA World Cup finals, but lost all of their group games both times.
Argentina captain Julio Marconi says the group will be tough for his team.
"We'll be under enormous pressure," the midfielder says. "If we crashed out in the first round, the Argentine public will be fuming."
"So we must make sure we play at our very best."
Scotland and Turkey's respective captains John Jeffries and Umit Kubilay both concede that the group is their toughest yet.
Manchester Rockers defender Jeffries said: "This is our first appearance at a CSA World Cup, but the Scottish public are hoping we do well, if not, there'll be a sense of fury in the air."
And FC London wingback Umit said: "In Turkey, they take football extremely seriously. So If we crashed out in the first round, the Turkish fans might throw missiles at us when we get off the plane."
