The Hornets started the season on fire but have since lost three out of their last four Premier League games.
“We know going there will not be easy, but we know what we are capable of in that dressing room,” Gray told the club website.
“We need to put it right. It doesn’t get any easier, does it, playing Wolves, but we know we can go there and get a result.”
And Gray thinks the international break must just be what Watford need to get their season back on track.
“A lot of the boys are away on international duty and I think the break might do us good,” the 27-year-old said.
“Sometimes you just need to take your mind off it and start again. I think everybody will be ready to come back next week, get their heads down and start again. We need to put it right.”