Ray holds a black belt in multiple styles of martial arts including Tang Soo Do karate. He is a member in good standing with the Chuck Norris System and Mr. Norris' United Fighting Arts Federation (UFAF), which Ray began training in 1983. He has trained with many great martial artists including Chuck Norris, Richard Norton, Howard Jackson, Pat Johnson, Bob Wall, Danny Inosanto, Gene LeBell and others.