The FBI chief during the Watergate scandal has died at 88, just weeks after learning that his deputy of the time was the Deep Throat whistleblower.
Mr Gray always denied any part in the Watergate cover-up
Louis Patrick Gray III died of cancer complications in Atlantic Beach, Florida, his family said.
Appointed by President Richard Nixon in 1972, he was never confirmed by the Senate and withdrew within a year.
News that his deputy, Mark Felt, was Deep Throat left him feeling "shocked and hurt", he told US TV last month.
Mr Felt, 91, had told Vanity Fair magazine that he was "the guy they used to call Deep Throat".
'He fooled me'
"He [Mark Felt] told me time and time again he was not Deep Throat," Mr Gray said on ABC News in June.
"He fooled me... It was like I was hit with a tremendous sledgehammer."
The information leaked by Mr Felt, about a bid to cover up political espionage, eventually led to Nixon's resignation.
Mr Gray, who was appointed to replace the late J Edgar Hoover, was never charged over the affair but resigned under a cloud.
He always denied complicity in the cover-up.
Edward Gray, his son, announced that his father had died at his home on Wednesday of complications from pancreatic cancer.