The 27-year-old was delisted by the Power after playing 96 games for the club after seeking a two-year deal, but was told by coach Ken Hinkley that the club planned to go in a different direction.
Speaking to SEN Breakfast, the Gray said the news surprised him and it took him some time to get over his final conversation with the club.
“We just had that conversation at the end of the year and he (Hinkley) said they’ve got some young forwards coming through and there’s probably not going to be a spot for me next year at half forward, so it is probably best that I look elsewhere,” Gray told SEN Breakfast.
“I was pretty surprised to be honest. I played the last 20 games in a row and thought I might have been okay, but that wasn’t the terms.
“It hit me as a bit of a surprise, but I took it on the chin.
“I guess you do (dig your heels in with the coach) at the time, but what’s said at the end of the year, they’ve probably already made their minds up. It was tough to take at the time, but I’ve tried to move on as quick as I can.”
Despite the disappointing end at the Power, Gray is already looking to the future and says he’s excited for a fresh start with the Swans.
“There’s a lot of young talent coming through and I guess I’ve always heard about the culture up there and in the last few days, all of the boys have been texting me, so that’s been good,” he said.
“I’m looking forward to getting up there in the next couple of weeks and meeting the boys.
“It’s been a stressful month, but I’m happy with the way it has played out.”