In order to prepare for the role, Mason Jendel lived in a state of solitude and depression. He did not listen to happy/upbeat music or watch positive high energy films for the entire two months of production. He spent most of his time at home in the dark, rarely ever turning on the lights in his house.
It took 15 takes to get the right shot for the scene where Brock Hebner's character comes knocking on Leon Gray's door screaming "GRAY! Open the damn door!" During the final take, Hebner knocked on the door so hard that the glass piece he was hitting shattered and cut his hand.
GRAY was written/filmed/edited in the span of 4 months.