Gray's focus is on Burnley
Gray has been linked with a number of Premier League clubs since the turn of the year, including Spurs, Everton and West Ham.
The former record signing hit a hat-trick in the 3-2 win at Alfreton Town on Saturday – one of two Burnley friendlies, with another Clarets XI also winning 1-0 at Kidderminster Harriers with a Robbie Brady free kick.
And afterwards, Gray, who has entered the last year of his Burnley contract, insisted he is only looking to continue his development at Turf Moor after hitting nine goals in his debut premier League season: “It’s part and parcel, you concentrate on where you are.
“Nothing has happened, there’s nothing to think about, I’m concentrating on Burnley and that’s what I’ll always do.
“The last five years, every window there’s something new coming out, it’s nothing new to deal with.
“I want to become a better player and concentrate on my football here.”
And he was delighted to get up and running for pre-season in style on a ground where his last visit, with Luton Town, also saw him leave with the matchball: “Its just good to get off the mark, but the main thing in pre-season is fitness, not scoring goals.
“But it’s always nice to score, I scored a hat-trick with Luton the last time I was here as well, it’s the first time I’ve been back, so it’s a strange feeling.
“Goals give strikers confidence so it always helps, but I know better than anyone that pre-season is just about fitness, it’s a completely different stage when you reach the season.”
Meanwhile, boss Sean Dyche remains on the lookout for new blood, to add to the trio of signings he has already made this summer.
Dyche has so far been able to bring in Leeds United left back Charlie Taylor, Stoke City forward Jon Walters and Swansea City midfielder Jack Cork.
He is happy with the work done in the transfer window so far, but isn’t finished yet, with another month or so to go: “I’ve been really pleased with the signings.
“We’ve got some good business done early, which is very difficult.
“And we’re still looking – there’s still a couple of situations that might arise, so we’re on them as well.”