The 25-year-old apologised immediately after his comments came to light, saying he was at a very different point in his life at that time.
"It's been difficult. I've been training and having to do extras. It's hard because you want to be playing. I've just kept my head down, really, tried to stay fit and just got on with it," Gray told British media.
"I'm glad it's over with. It's obviously a long time ago now, so it's been frustrating. It is what it is at the end of the day, so I've just got to get on with it and keep my head down.
"I've come here to play football and play at the highest level, so it was just another bump in the road. It's over with now and I'm just going to move on with my career."
Promoted Burnley, 14th in the league, host Crystal Palace on Saturday.
(Reporting by Ian Rodricks in Bengaluru)
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