Gray gave a short speech to supporters at a community center, the Washington Post reported. He took credit for progress since 2010, including better test scores in public schools, a drop in unemployment and a growing population.
But he also looked back at his previous campaign, which has led to an ongoing federal investigation and guilty pleas by four former campaign staffers.
"I know that our city suffered embarrassment," he said. "I want to apologize for the pain that my campaign -- my campaign -- caused, and I want to ask you for your forgiveness."
Gray, who defeated his predecessor, Adrian Fenty, in the 2010 Democratic primary, faces a crowded primary field this time with at least four City Council members planning to run.