David was seriously wounded at the Somme, September 15th and was reported at No. 13 Stationery Hospital at Boulogne on September 16th with gun shot wounds to his right ear, lips, and right cheek. He was also hit in the right thigh and had a compound fracture of the femur. By October 5th his condition had worsened. He was transferred to Manor Court Hospital at Folkstone, England by October 19th, where he died of his wounds on November 23, 1916 at the age of 41 years and 7 months. David is buried at Shorncliffe Military Cemetery, Kent, England. Two of David's nephews, Roy Gray and Jack Imrie were able to be on hand for the funeral.
Two of David Gray's nephews also died as a result of the war. Sgt. Ronald Maxwell Gray #124654 died on February 11, 1917 from wounds received that same day, and is buried at Aubigny-en-Artois, Pas-de-Calais, France. Captain James Roy Gray M.C. #53114 survived the war but died from the 'Spanish Flu' on Feb 18, 1919. He is buried in Brookwood Cemetery, London, England.