"I was very disappointed when I heard he had left his post on Sunday; I didn't know him too well but both Glenn Hoddle and John Gorman have spoken about him to me in the past, and described him as being a very honest guy and a decent coach," he says.
"It is very sad when any manager loses his job at any level, whether it be in the Premiership or the Conference.
"I have never worked with any coach or manager that has given any less than 100% to the job.
"It is a job that you love doing, you wear your heart on your sleeve and there is a lot of pride that goes into it.
"When things don't go well it is often the pride that gets hurt the most.
"It is an awful time when you lose your job but especially when it so early in the season."
Gray had been quoted at the weekend as saying that the manager of the losing team at Upton Park on Saturday could get the sack.
Glenn says:
"That was Stuart's opinion; it wouldn't have been something that I would have said, but it is just unfortunate that on Saturday he has ended up losing his job."
Glenn says he has no complaints about the pressure on managers these days, however, and adds:
"The hype has got bigger over the last 10 years with the advent of Sky.
"They have a football programme that is on 24 hours a day and they have to get information out to fill that programme every day, seven days a week, so they are always looking for stories and angles to come in at.
"Because there is so much exposure now, fans, who have always been demanding, are probably that little bit more so, and they are that much more knowledgeable because of the information that is given to them.
"We all know how important it is to stay in the Premiership at the end of any season, so the pressure has never been greater, but before we take these jobs we know what the rules are and we have to live by them.
"But I always say, and it is the truth, there has never been a problem at the training ground since day one; it has always been a good atmosphere."
He says it is important to put the pressure in perspective and adds:
"I have got to be honest, I have always believed - and I saw it written in one of the papers this week - that real pressure is on people in what we would call the 'real' working world who are losing their jobs left right and centre, and are worried about how they are going to pay next month's mortgage.
"I feel very fortunate and privileged to be in this job and I can look at myself in the mirror knowing that I give 100%.
"I do it to the very best of my ability and enjoy what I do; if I am to make a mistake it will be a genuine, honest, mistake that anyone can make and many others do.
"Although I realise the amount of pressure there is on me I feel I can handle it."
As well as media pressure, there is also the demands of the supporters to meet, and Glenn says:
"It is like you are heading a huge organisation and carrying everyone's hopes for them.
"The players I send out represent me I suppose; it is a true saying that once they do cross that white line there is very little a manager can do.
"You just hope that through your coaching sessions, organisation, and what you tell the players that they carry out your game plan.
"But what is always critical in these situations is that whatever league you are in, you have players of sufficient ability to carry out the game plan to get the result that everyone at the club wants."
He made his team aware of their responsibilities before Saturday's match and reveals:
"I said to the players before the game that what we must all realise is that when you play for a club, the supporters of that club have probably supported it since a very early age, maybe five years old.
"They stay with their one club all their lives whereas players come and go.
"Those supporters' hopes and dreams live with the players and it is a big responsibility - one that we must all shoulder."
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