A moment of silence was held prior to the game for Guy V. Lewis, who passed away on Thursday at the age of 93. Lewis coached the Cougars from 1956-1986.
Gray was 4 of 8 from long range, scoring 16 in the second half. Ronnie Johnson added 13 points for Houston (3-0).
Houston broke Louisiana-Monroe's string of 47 straight games of not allowing the opponent to score 75 points.
The Cougars closed the first half on a 10-3 run for a 35-32 halftime lead. They extended it to 55-49 midway of the second period. Gray sparked a 15-4 run, scoring 13 points, for a 62-49 lead with 8:33 left.
Travis Munnings scored 18 points to lead the Warhawks (2-2).