Gray was in obvious pain after Rays leadoff hitter Yandy Diaz hit a ball that ricocheted off the pitcher's left leg and went into foul territory. Gray gingerly walked around after a trainer came out to check on the right-hander, who left the game after going through the motions of a pitch off the mound and putting pressure on that leg.
The Rangers said X-rays were negative and that Gray had a bruised shin.
The infield single by Diaz was the eighth hit by Tampa Bay, which was still scoreless after reliever Brock Burke came on and got the final two outs of the fifth inning.
Gray struck out four and walked one while throwing 47 of his 63 pitches for strikes.
Texas led 1-0, but Gray will extend his winless streak to seven starts because he didn't pitch the five innings needed to qualify for the victory.
The Associated Press contributed to this report.