Gray, who had reportedly long suffered depression and had a history of suicide attempts, was missing and feared dead since Jan. 10.
Witnesses told police they saw a man who looked like Gray on the Staten Island Ferry the night he vanished.
Monday's New York Post said no identification was found on the badly decomposed corpse pulled from the river Sunday.
The body was checked against a list of missing persons and
the city announced Monday afternoon that it belonged to Gray, reported New York's local NY1 television station.
Gray acted in "The Killing Fields" and "The Paper" and wrote and performed nearly 20 monologues, several of which were turned into books or films, such as "Swimming in Cambodia."