Cecil Wray studied at Wanganui Collegiate School where he was a top all-around sportsman, after which he became a bank officer. He then studied law and set up practice in New Zealand before relocating to England in 1913. In 1898 Wray assisted William Pember Reeves in writing a history of New Zealand, The Long White Cloud. He practiced law in England for the rest of his life, where he supported New Zealand sports teams visiting England. Wray was co-opted onto the IOC in April 1931 and resigned two years later, in May 1933, but never attended an IOC Session.