The marshals had been looking for Gray, who sports dental implants that make his teeth look like fangs, for several months before his arrest on Thursday.
Gray's criminal past includes a conviction of molesting a young girl. He had failed to register as a sex offender, which is the reason he was sought by the marshals.
In honor of Halloween, the Marshals started Operation Safe Treat, where they rounded up sex offenders who failed to register.
Gray was one of 30 sex offenders taken into custody during the roundup.
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As he was taken into custody, Gray was said to have hissed at marshals. He was arrested for violating his probation by failing to register as a sex offender.