Andy Liddell's 76th minute penalty for Oldham was the only goal of the game
"Six or seven of them had off-days and I can't have that," Gray said. "We were giving the ball away all game, passes were going astray all the time.
"Saturday's game was the worst we've played since I got here in terms of what we did with the ball and if we play like that tonight and keep giving it away then we will get punished.
"Tonight's game is very important to us for a number of reasons and I think after the way we played at the weekend the players owe these supporters a performance.
"Every football club in the country works on shooting in training and we came up against a 39-year-old goalkeeper (Mark Crossley) and he hasn't had to make a save.
"We were getting in shooting positions and then laying it off to someone else, passing the buck. That's just not acceptable."
Town face Leeds in tonight's live Setanta FA Cup 1st round replay at Sixfields.