Songfacts®:

• This song is from the Los Angeles-based New Wave group Vivabeat, who were led by Mick Muhlfriedel and Marina Del Rey. Mick told Songfacts the story behind it:
  
  "Gray, Gray, Gray" was inspired by Marina's Aunt Anne, who, over a Passover dinner, casually mentioned that she had just seen a play where the main characters were mostly walking around the stage repeating the words "Gray, gray, gray," while staring up at the sky. I had been working on a song about an abusive relationship between two dear friends. And, for some reason or other, the line just seemed to fit perfectly into the mood of the song I was trying to create, so it became the title and the chorus.
  
  We actually recorded two versions of the song. One featured lead singer Terrance Robay and Marina on vocals. The other was under a girl-fronted short-term spinoff of Vivabeat called Neko Meka and was spelled the British way, "Grey, Grey, Grey." It was recorded while Terrance was in Germany acting in a film with Dennis Hopper.
• A version by the Vivabeat side project See Jane Run plays in the 1986 horror movie Trick or Treat, featuring both Ozzy Osbourne and Gene Simmons.
• The song was hard to find until 2001, when it appeared on Vivabeat's compilation The Good Life: 1979 - 1986. In 2025 it was issued on the collection The House Is Burning: The Best Of Vivabeat.