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He said last night: "I sat down with the chairman on Friday and he put me in the picture. Obviously there are going through the process of working on the shortlist and interviewing people.
"I was very grateful for him asking me to take charge in a caretaker capacity, and we have QPR here in seven days time, when I hope I will still be in work. Whether I am in charge or not will be a decision for the chairman, but my focus is to enjoy getting through to the next round of the FA Cup and get the players organised for next weekend.
"Training is on Monday and until I am told differently I am employed by Burnley Football Club. This is a great job. More often than not, when jobs like this come along teams are struggling, but there is a great bunch of lads and, as I say, hopefully this time next week I will still be in a job."
Speaking about the Vale game, Gray said: "This was probably one of those games that went under the radar. It was a potential banana skin but the most important thing you can ask of your players is to put in a professional performance.
"The early goal settled us, but I am pleased the players are trying things. We are getting overlaps and combination play on both flanks and, at the moment, Tyrone, Chris [Eagles] and Wade would cause any teams problems down that right hand side.
"Collectively though, I couldn't fault the players' efforts and commitment and we scored some great goals. The only disappointment is that we conceded two goals and we are certainly gifting goals, but that's two games here and eight scored and four against, so I wouldn't mind winning 4-2 every week.
"We did a good professional job and we were worthy winners and deserve a place in the next round."