Châteauguay police are saying little about the discovery.
In a short news release, police said the woman and her two children were found in an unnamed location in Ontario.
Police said after checking out the woman's story, investigators concluded that no foul play was involved in her disappearance with her children on Sunday, June 22.
Police are not releasing any further details.
Contacted by CBC News this morning, Gray's sister Ashley said the family is happy and relieved that their relatives have been found.