These prose works are primarily intended to highlight Gray's critical efforts alongside his poetry and letter writing. The close relationship between Gray's poetic and critical efforts is well-documented and finds expression in the essays below, many devoted to the understanding of the history and theory of lyric poetry as well as the analysis of individual texts. The prose works are listed alphabetically by title.
- "Essay on Norman Architecture" (Architectura Gothica)
- "Essay on the Philosophy of Lord Bolingbroke"
- "Histrio et Saltatio"
- Journal of A Visit to the Lake District in 1769
- "Miscellanea (Vinum, Aves, Lana, Supellex, Gemmae)"
- Notes on A Tour through France and Italy (1739-41)
- "Notes on India"
- "Notes on Persia"
- Notes on Plato
- "Samuel Daniel"
- "Some illustrations of the Systema Naturae of Linnaeus"
- "Some notes on The Comedies of Aristophanes"
- "Xenophon's Apologia Socratis"