Alexander Gray was born in County Tyrone in October 1858. His father, the Reverend Alexander Gray, was a presbyterian minister who lived in Aghaloo, Lismulladown. In 1880, the young Alexander entered the Royal Irish Constabulary cadet school in the Phoenix Park, Dublin to train as a police officer. Like his fellow candidates for the cadet ship, he had to be aged between twenty-one and twenty-six, be unmarried, be at least five feet five inches tall and of good health: 'free from any physical defect of body, impediment of speech, defect of sight or hearing, disposition to constitutional or hereditary disease, well developed'.He had to receive certificates of good moral character from two clergymen or two magistrates of the county in which he was resident, before going to Dublin Castle to sit a competitive examination in subjects including arithmetic, orthography, English composition, geography, British history, Latin the law of evidence and the elementary principles of law. Then it was off to the training depot in the Phoenix Park. A cadetship was a preliminary step to the rank of sub-inspector to which qualified cadets succeeded as vacancies arose.Gray graduated from the RIC cadet school on 22 March 1882 at the age of twenty-three. The following January, he received his first posting as a 3rd sub-inspector to Dingle in County Kerry. By 1887, he had reached the position of district inspector in the area.