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.
Head coach Andy Robinson will name his team tomorrow, 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.
Gray missed full training today, 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".
Captain Kelly Brown also missed training due to playing for Saracens against Wasps yesterday, 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, yesterday and will thus follow our usual protocol and not be training with the squad today."
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.
Geoff Cross is a like-for-like replacement for Murray, Mike Blair for Cusiter and Nick De Luca for Ansbro, but form and further injuries mean Robinson could be forced into further changes.
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 are likely to field a front row of Ryan Grant, Ross Ford and Cross, with cover at hooker from Dougie Hall and Scott Lawson and prop from Traynor and Allan Jacobsen, who was rested in the summer.
Al Kellock is almost certain to start at lock, with Tom Ryder and Grant Gilchrist further options.
Ross Rennie, Alasdair Strokosch and Brown, who played 50 minutes for Saracens yesterday, are the likely back-row, with David Denton and John Barclay in reserve.
Brive's Blair could again team up at half-back with former colleague Greig Laidlaw, the Edinburgh captain, with Matt Scott and De Luca in a midfield partnership.
Robinson has previously deployed Sean Lamont at inside centre and may be tempted to do so again, in place of either Scott or De Luca, with Tim Visser and Max Evans on the wings and Stuart Hogg at full-back.
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.