The Owls face Charlton in their rearranged FA Cup fifth-round tie at Hillsborough with the prospect of a blockbusting Steel City derby against Sheffield United awaiting in the quarter-finals.
Gray, who made five changes to his side for Saturday's comfortable 2-0 win at Huddersfield in preparation for Monday's clash, wants Wednesday's fans to roar them to victory and set up another classic all-Sheffield showdown.
"The incentive is a Sheffield derby," said the Owls boss.
"I thought the fans were magnificent on Saturday and it's quite a sight when Sheffield Wednesday score a goal away from home.
"They will be back with us on Monday and we need three sides of the ground to be as loud as they can. I'm really pleased for them because the backing they give us is second to none.
"We know what they want now and this is a chance for the players to carve themselves a slice of history if we can get past a Charlton team who had a very good result themselves."
However, Gray looks set to be without winger Michail Antonio, who suffered an ankle injury at Huddersfield.
"We think he has a sprained ankle so it looks like he will be going straight back into the treatment room," added Gray.
"It's disappointing because it's been a stop-start season for him and we had just got him back from a knee injury."
The FA Cup has provided a bright spot in a difficult season at Charlton, and despite knowing both sides of Sheffield will be desperate for them to lose manager Chris Powell is out to spoil the party.
The Londoners head to Hillsborough in high spirits after a 1-0 victory over QPR, their first Championship win since Boxing Day.
"We're going to just be focused on the next game. I know how quickly things can change," said Powell.
"We've got to feed off this for Monday and I'm sure, all of a sudden, when you win there's not so many tired bodies.
"It's a pivotal week for us and we've started off in the right way."
Former Owls striker Marcus Tudgay made his Charlton debut on Saturday but he will not be able to face his old club as he was not signed when the original tie was scheduled.