Best, on loan from Blackburn, struck the decisive goal in the first minute of stoppage time to settle a tight Sky Bet Championship contest and give Wednesday a fourth consecutive home win.
Brighton, who have never won at Hillsborough, had the better of the game and hit the crossbar through David Rodriguez's first-half header before winger Will Buckley wasted a one-on-one situation after the break.
Gray said: "Credit to Leon Best because he's up there on his own against two quality centre-halves in (Matthew) Upson and (Gordon) Greer; they're barging him, they're bumping him and his ball retention was excellent.
"I'm pleased for him because, on the back of the Doncaster game (a 1-0 defeat) when he's missed a good chance to give us the lead, he's just shown the qualities he's got.
"To pick the ball up, to run at them and to pick out the shot was fantastic for him, fantastic for us and a great three points.
"I'm pleased for him because it will give him a lot of confidence and it keeps our running going at Hillsborough; four great wins we've had here now and to bounce back after the disappointing result against Doncaster."
Gray also admitted the victory may have been slightly fortuitous.
He added: "I'm a great believer that the harder you work, the luckier you get and maybe we got that luck at the end with a 1-0 win."
Brighton boss Oscar Garcia felt his team deserved to win the game.
"In my opinion, we were the better side and we created enough chances to score but it's a problem that I've been managing from the beginning," he said. "We have only one striker (Leonardo Ulloa) and he was ill.
"We have the squad we have and we will look forward for the next 10 games and we will do our best to finish as high as possible.
"I won't look any further than the next week and the players have to do the same, we only focus on the next game.
"It's not the first game we played most of the game better than the opposition but the players are disappointed because they know if we don't score it's impossible to win.
"We wanted to win, all the substitutions were positive because we wanted the three points, and we thought we could pick up the three points here but it wasn't possible."