Gray was injured while making a tackle in the first quarter. Gray gave a thumbs up while being taken off the field to a large applause.
Players from both teams took a knee as Gray received medical attention.
"I've been told that the X-rays on Gray came back negative so he's back in the locker room and seems OK," Aggies coach Matt Wells said after the game.
Gray transferred to Utah State before the 2013 season after playing in eight games as a true freshman at Tennessee in 2012.