He was executed in 1983 by the State of Mississippi by gas chamber. He became the first person to be executed in Mississippi since 1976 when the death penalty was reinstated.
Dan Lohwasser, a reporter for United Press International, was one of the observers who witnessed Gray's execution. Lohwasser's account of Gray's death sparked a controversy, because of its graphic nature.
At the time of Gray's execution, the gas chamber used in Mississippi had a vertical iron bar directly behind the inmate's chair. There was no headrest or strap used to restrain Gray's head. As Gray began breathing in the toxic gas, he started thrashing his head around, striking the iron bar repeatedly before he finally lost consciousness. Officials decided to clear the observation room eight minutes after the gas was released, due to the graphic scene.
The decision to clear the room was sharply criticized by Dennis Balske, Gray's attorney. "Jimmy Lee Gray died banging his head against a steel pole in the gas chamber while reporters counted his moans (eleven, according to the Associated Press)". It was ultimately revealed that the executioner was drunk during the procedure.