Wednesday were knocked out of the FA Cup by Charlton on Monday night as they suffered a 2-1 defeat at Hillsborough.
Gray was left wondering whether second-half substitute Atdhe Nuhiu's 73rd-minute header had crossed the line after the ball came back off the inside of the post.
But referee Mark Clattenburg let play continue after Charlton goalkeeper Ben Hamer had gathered the ball one-handed and the Londoners held on to their 2-1 win.
"They've obviously got goal-line technology in the Premier League and when you're talking about the FA Cup, maybe they could (have it), or even in the Championship," said Gray, who conceded Charlton were worthy of their place in the last eight.
"I don't know, the officials make what they think are the correct decisions. I felt by the crowd's reaction and a few of my players' that it had gone over the line.
"I was amazed to see the keeper then laid on top of the ball, I was expecting a goal, but it wasn't to be.
"But we probably got what we deserved. We got knocked out of the cup because we didn't perform for 90 minutes."