 Through the favour of Shute Barrington, Bishop of Durham, he was promoted, in 1800, to the rectory of Crayke, Yorkshire, and resigned Faringdon; in 1804 he was collated by Barrington to the seventh stall in Durham Cathedral, and again, in 1805, to the rectory of Bishopswearmouth, and resigned Crayke.He held this living, in which he had succeeded William Paley, until his elevation, in 1827, to the bishopric of Bristol.In 1815, when he was Vicar of Bishopwearmouth, Robert Gray played an important part in one of the most important moments in the industrialisation of the World.