Gray, a manic depressive who has attempted suicide at least three times, was seen by a Staten Island man going home from work at around 7 p.m., the New York Post reported Friday.
Police believe the man because he knew Gray's movie and stage work.
Gray, 62, also was seen on the ferry the night before he disappeared, said his wife, Kathie Russo.
Billy Doyle, a ferry worker, called Russo to tell her about her husband's odd behavior Friday night on the ferry.
"I was told by a police officer that not only did Billy see Spalding twice, but two security officers saw him and escorted him off the boat," Russo said.
Doyle also saw Gray "a couple of weeks before that. ... He was concerned because Spalding seemed agitated," Russo said.
Gray, whose acclaimed work includes the autobiographical "Swimming to Cambodia," tried to jump from the ferry in September, but a friend stopped him.