Gray has been struggling of late with an ankle injury and his withdrawal from the Sale side which beat London Irish on Friday night prompted Sharks boss Steve Diamond to suggest the second row will miss the EMC Autumn Test with the world champions.
Gray missed full training on Monday, with the Scottish Rugby Union stating the lock "undertook an individual programme with the squad's medical team, following on from his ankle rehabilitation work over the last week".
Head coach Andy Robinson will name his team on Tuesday, and if Gray is absent it means there will be at least five changes from the side which began Scotland's last Test, the June 23 win in Samoa.
Captain Kelly Brown also missed training due to playing for Saracens against Wasps on Sunday, while Glasgow Warriors prop Gordon Reid trained with the national team due to numerous front-row troubles.
Scotland team manager Gavin Scott said: "We've asked Gordon to train with us today as Kyle Traynor played for his club, Bristol, and will thus follow our usual protocol and not be training with the squad."
Four players who started against Samoa are definitely out. Centre Joe Ansbro and scrum-half Chris Cusiter are not available due to injury, number eight Richie Vernon did not make the initial squad and tighthead prop Euan Murray is not available as the All Blacks clash falls on a Sunday.
Jim Hamilton, provided he is fit after a rib problem, and Brown, the new captain, are available again after missing the summer tour and could seamlessly replace Gray and Vernon, respectively.
Eleven players arrived at the St Andrews training camp last week nursing various injuries, five of them starters in the Apia win. The Scottish Rugby Union anticipated all 11 would be available for selection, but Gray is now extremely doubtful.
Scotland have never beaten the All Blacks, since the first meeting in 1905 in Inverleith, Edinburgh. In 28 attempts, Scotland have drawn twice, in 1964 and 1983, while two years' ago the side which went on to lift the World Cup claimed a 49-3 win, featuring three tries in the opening nine minutes.
- Sports & Recreation
- Scottish Rugby Union