Investigators said search and rescue canines zeroed in on an area near the Government Pier. Divers searched a large area, but didn't find Gray.
'He is my life': Mother asks for help to find Navy sailor
'He is my life': Mother asks for help to find Navy sailor
Gray has been missing for more than a week, and was last seen leaving a Waukegan bar on March 18.
Surveillance video around 1:30 a.m. shows Gray, dressed in red, standing outside the Ibiza Bar on Genesee Street with friends, after managers said he appeared drunk and was asked to leave.
One-hundred US Navy personnel helped in Friday's search, which ended after an extensive effort and no sign of the missing Navy sailor.
Police said they are hoping for help from anyone who may have seen Gray after the last video of him in the alley.