Volleyball also helped Gray get past a horrible personal tragedy when she was just 13 years old. Gray, her older sister Jordan (a BYU women's rugby player) and their mother, former Southern Utah University basketball star Stacey French, were traveling to their home late one night in 2008 when their car struck an elk that had wandered onto the highway.
Alexa and Jordan survived after the car rolled several times, but their mother died before an ambulance arrived.
"It was very, very difficult on me and my sister," Alexa said. "Having volleyball was a big blessing. It was something I could do and not think about anything else."
Their father, former UNLV basketball star Evric Gray, was living in Salt Lake City at the time, and still does, so the girls were taken in by their uncle and aunt, Mike and Shantel French, who lived just 100 miles away in Calgary, Alberta.
"They already had six kids, so all of a sudden we were part of a huge family," Alexa said. "Having our aunt and uncle there as mother and father figures really helped us overcome our sorrow."
The family introduced the girls to Mormonism, and they were baptized in 2009, which paved the way for them to eventually land at LDS Church-owned BYU.
Cougars coach Shawn Olmstead was told about Alexa by a former BYU men's volleyball teammate, and he knew he wanted her on his team after just one visit to watch her play in Canada, where she shined at Calgary's Centennial High and where her club team won a couple national championships.
Even at that, Alexa has surpassed all his expectations.
"I am not going to take any credit or say I found this great [player]," Olmstead said. "I mean, I didn't have to do too much. She was ready to come to BYU. I just had to extend the offer. She jumped on it, and said, 'I am coming.'"
Alexa was receiving interest from Michigan, Penn State, Harvard and others, but her heart was set on becoming a Cougar after attending a camp at BYU after her junior year of high school and meeting the players on the team.
Having her father nearby also was a bonus. Evric Gray was a member of UNLV's 1991 Final Four team and played 14 seasons of professional basketball, including a stint in the NBA with the New Jersey Nets in 1996.
Now he's a member of the security staff at EnergySolutions Arena and runs a boys' summer-league all-star basketball team, the Utah Rebels. Alexa says he makes it to almost every home volleyball match and several on the road.
As far as the NCAA Tournament is concerned, "I think we can go as far as we want to," she said. "We just need to want it. I think we can make some noise. We are a little underrated."
NCAA volleyball Tournament
O First-round matches
• BYU (22-6) vs. Arizona State (19-13), 8 p.m. MST
At University Park, Pa.
• Utah (20-12) vs. Yale (20-4), 3 p.m. MST