The broadcaster and writer is the first chairwoman of the GSA, which she also attended as a student.
The Times and Herald published a picture of her looking visibly distressed outside the building on the day of the fire while emergency services tackled the blaze.
But today she issued an open letter of thanks on the GSA blog page.
She said on behalf of the board: "From every single one of us at the GSA we thank you from the bottom of our hearts for everything you've said and everything you've done. Consider yourselves family. To everyone who considers themselves part of the family that is The GSA, the fire that raged through our cherished Mackintosh building broke our hearts and scoured our souls. Given what the building and its contents mean to us all, and that it was packed with precious, irreplaceable work by our graduating students, then that reaction is one that would be expected."
Thanks were expressed to everyone who helped in anyway in particular the firefighters.
She said: "We have been struggling to find the words, beyond the daily yelled ' we love you' from everyone passing, to thank the incredible firefighters who battled courageously, tirelessly and brilliantly day and night to save what they could. Despite their palpable exhaustion, they continued to treat our students, and all with whom they came in contact, with the utmost respect and sensitivity. We think and hope, they've got the message by now that when we shout 'We love you!' we really do mean it."
Gray signalled that she will work to bring the building back to its former glory in the letter, adding, "Once we have helped our students through this, as they are our absolute first priority, then rest assured we will do everything we can to bring back the Mack, and we'll do it together.
"So from every single one of us at the GSA we thank you from the bottom of our hearts for everything you've said and everything you've done. Consider yourselves family."