Wray was the third son of Sir William Wray, 1st Baronet, of Glentworth and was baptised at Louth, Lincolnshire on 9 November 1589. Wray was deeply attached for some time to Elizabeth Norris of Rycote, only daughter and heir of Francis Norris, 1st Earl of Berkshire.
In 1617, Villiers used his influence with James I of England to obtain for Wray the appointment of a Groom of the Bedchamber and Wray was in a fair way of becoming a great courtier. Buckingham used his influence over the King to back his brother"s suit and it is likely that the heiress would have been forced into the marriage, had not the lovers made a run-away match, in defiance of the King"s displeasure. "The lady was very cunning and resolute, more in order to be rid of the one than from love of the other," wrote Chamberlain to Carleton on 30 March 1622.
Thomas Eocke, in a letter to Carleton on the same date gave more particulars of this little romance.
Lord Montgomery sent to fetch her away, but Oxford would not give her up. His commission is taken from him, and Wray is put out of the Bedchamber." Lord Oxford was on unfriendly terras with Buckingham, and seems to have borne the brunt of his displeasure.
Wray was imprisoned for several months, for on 15 February 1623 John Woodford wrote Sir Francis Nethersole that " Wray is set at liberty". The elopement was allegedly the inspiration for Orlando Gibbons Fantazies.
If he expected a knighthood, Secretary Conway wrote him on 30 December 1625 stating that as there were already more Knights than were necessary, the King was resolved not to make any at his Coronation.
Wray lived thenceforth in retirement at Fritwell, Oxfordshire He died at the age of 68 and was buried at Witham on 29 March 1658. He was described as "A man of great charity and piety".
In 1625 Wray was elected Member of Parliament for Oxfordshire.
