"It's an enormous game," he said. "They'll have 35,000 supporters there and it's not a game my players should fear, they should go there and be excited about it.
"No disrespect to some of our players, but they might never get another chance to play in front of such a huge attendance.
"So they have to enjoy the moment, and we also know we've gone there this season and got a result (1-1 in the FA Cup first round).
"Strange things happen on the last day of the season. The pressure is all on Carlisle and the pressure is all on Brighton."
The crowd for tomorrow's game is expected to eclipse the Cobblers' club record for a league game on a domestic ground, dating back to a match at Coventry City in 1967.
The Leeds supporters will be expecting nothing less than a win to give them some momentum going into the play-offs and to build on their best run of home league form since the days of the great Don Revie.
But Gray wants his players to capitalise that expectancy, and turn a celebratory crowd into one which he hopes will start to get on their own players' backs.
"It can turn the other way," he said. "If we start brightly and can keep that 30,000-plus crowd quiet then that will help.
"We need to play with no fear and not complicate our game, we need to keep things simple.
"The referee kept stopping the game the other night but hopefully tomorrow we'll have a strong referee who will stand up and be counted.