Newly-appointed Leicester manager Brendan Rodgers watched from the stands as the Foxes returned to form with a 2-1 defeat of Brighton and Hove Albion on Tuesday.
Gray was denied a second by Ryan as Leicester, who sacked manager Claude Puel at the weekend after a run of five defeats and a draw, began at a fast tempo but the visitors reached halftime with no further damage.
Glenn Murray wasted a great chance to equalise before Jamie Vardy made it 2-0. An assist from James Maddison found Vardy and the England striker lashed a low shot past Ryan to double Leicester's lead just past the hour.
Leicester hung on to claim the win to leave Brighton peering anxiously over their shoulders near the bottom.