Speaking during a recent interview, Gray, who was crowned Miss Universe in 2018, taking the title for the Philippines, said she felt it was important to speak out on the issue.
"Imagine being a 21-year-old girl who reached her dream of being a Miss Universe, and experiencing that,” Gray said. “If I were 21 years old and in that position, I can just imagine how it would affect me.
"It affects not just Miss Universe title holders, but all women. And by extension of that, all people in a way. It sends a message that you're not beautiful if you don't meet this criteria for a body type or weight, and it's just a horrible message to put out there.
"We should continue to talk against body shaming. Weight is not even a fraction of who we are," she said. "I really want to send the message that that sort of negativity does not deserve a space."
Sandhu, who was crowned Miss Universe 2021 at the pageant held in Israel in December, spoke out earlier this week after people commented on images of her walking the catwalk at Lakme Fashion Week.
"I'm one of those individuals who was first bullied that 'she's too skinny' and now they bully me saying 'she's fat,'" she said.
The Indian beauty queen also revealed that she has Celiac disease, which affects your diet and means you have to avoid foods containing gluten, such as bread.
"I am one of the courageous and confident girls who believes even if I'm fat, even if I'm thin, it's my body, I love myself,” she said.