Brentford climbed into the play-off places after edging a five-goal thriller against Brighton on Saturday.
Former Albion target Odubajo set the hosts on the way before Gray grabbed a second just after the half-hour mark.
Gordon Greer reduced the arrears, only for skipper Douglas to restore Brentford's two-goal advantage after the break.
Danny Holla gave Brighton hope, but they couldn't find a way back as the Bees held on for an impressive victory.
He said: “From 15 minutes through to 40 minutes, that was as good as we’ve been this season.
“We could have been two down after 10 minutes, we could have been four up after 40. It was that type of game."