Maguire has been in the middle of a transfer saga linking him to both Manchester United and Manchester City all summer.
United are understood to have had two bids rejected so far, with the latest reportedly worth £70 million.
Maguire's team-mate Gray was asked about the situation and responded with a reassuring message.
"Harry is Harry," he told the Leicester Mercury.
"He's chilled and relaxed. He's concentrating on training every day for the season coming.
"He's played tonight [against Cambridge], got himself a goal and he's fine; the team is fine.
"I don't think he's disgruntled or anything, so there's nothing to worry about.
"Harry's just getting on with it."
TOPICS
LATEST ARTICLES
