He posted the announcement on Instagram along with a thank you to Joel and Victoria Osteen and Lakewood Church.
"Pastors Joel and Victoria Osteen and our entire Lakewood Church family, we say we love you and are eternally grateful for all we've been able to watch God do over these last five years," said Gray.
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He also said farewell to the city of Houston.
"We love you! Houston we STILL have a promise," he wrote.
Gray said he will still be at Lakewood as many Wednesdays as he can.
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