The 35-year-old striker suffered a suspected broken arm after landing awkwardly following an aerial challenge in the second period.
Gray is awaiting results of X-rays, though Bantams boss Phil Parkinson is not expecting to have him available for the trip to Ireland next week.
Parkinson said: "Unfortunately it looks like he has broken his arm. We won't know for certain until we get the X-rays but it does look that way.
"It is a blow for Andy because he has come back looking really fit. He has worked hard on his fitness over the summer and he has been towards the front with all the running tests. He has shown a great attitude in training so far, so it is a blow.
"These things do happen, however, and we'll get him back as soon as we can."
Bradford made light of their non-league opponents as they triumphed 4-0 at Nethermoor Park on Saturday.