The Premier League club has launched the probe following reports in the UK press that Gray hosted the gathering – which is also understood to have included Watford teammate Domingos Quina – which would be a direct violation of governmental rules amid the ongoing coronavirus public health crisis.

READ MORE: Aston Villa skipper Jack Grealish charged by police after allegedly fleeing scene of lockdown car smash

Current advice from health officials states that large gatherings are outlawed, and that citizens have been asked to keep social occasions limited to contact between just two households.

Gray's alleged house party would be a direct breach of these mandates. He reportedly posted pictures to social media of the party which have since been deleted.

The reported number of around 20 people at Gray's residence would be considered a significant violation of these rules - and could place the entire Watford squad at risk. The club is set to host Southampton in a Premier League clash on Sunday.

Per a report by The Athletic, the club have launched an investigation into the reports. 

"Watford Football Club is aware of social media posts which suggest two players contravened Government lockdown protocols," a statement posted on the team's official website on Saturday reads.

"The club will fully investigate the matter and speak to the players concerned. No further comment will be made."

The alleged incident is the latest in a series of instances of Premier League players finding themselves in hot water with their clubs after disregarding lockdown rules.

Aston Villa captain Jack Grealish was disciplined by his team after allegedly being involved in an accident with two parked cars related to a lockdown breach in March. 

Similarly, England internationals Mason Mount and Kyle Walker (among several others) were also forced to make public apologies following reports that they had also violated lockdown rules.