Cray started playing guitar in his early teens. By the age of twenty, Cray had seen his heroes Albert Collins, Freddie King and Muddy Waters in concert and decided to form his own band. After several years of regional success, Cray was signed to Mercury Records in 1982. 

Two albums on HighTone Records in the mid-1980s, "Bad Influence" and "False Accusations", were successful in the United States and in Europe, where he was building a reputation as a live artist. His fourth album release, Strong Persuader, produced by Dennis Walker, received a Grammy Award, while the crossover single "Smokin' Gun" gave him wider appeal and name recognition.

By now, Cray was an opening act for such major stars as Eric Clapton (who remains a friend to this day) and sold out larger venues as a solo artist. Cray has generally played Fender guitars (Telecasters and Stratocasters) and there are two signature Robert Cray Stratocasters models available from Fender. The Robert Cray Custom Shop Stratocaster is made in the United States in the Fender custom shop and is identical to the guitars that Cray currently plays, while the Robert Cray Standard Stratocaster is a less-expensive model made in Fender's Ensenada, Mexico plant.

Cray had the opportunity to play alongside John Lee Hooker on his albums "Boom Boom" and "The Healer". The entire Robert Cray Band backs Hooker on the title track of Hooker's 1992 album Mr. Lucky, where Cray plays lead guitar, sings, and banters with Hooker throughout the song.

Cray continues to record and tour. He appeared at the Crossroads Guitar Festival, and supported Eric Clapton on his 2006-2007 world tour. In Fargo, North Dakota, he joined Clapton on backup guitar for the Cream song "Crossroads". In 2011, Cray was inducted to the Blues Hall of Fame.