I ship Nalu, but I think Gray wouldn't say that. In the end, it says on the relationship page of Gruvia in the Wiki, that in the end Gray feels the same way with Juvia. He even confesses his feelings in the manga. Which was a liking and loving her way type of feeling.

GrayLu, LoLu or NaLu? by AyuMichi-me on DeviantArt (Nalu forever) >> definitely NaLu!

My hEART RIGHT NOW! Only Fairy Tail's fandom gets this, right my home dawgs?

Found on

The last panel there. Chapter 416 of Fairy Tail. It broke my heart Gruvia Gray & Juvia Anime Fairy Tail

3. Gruvia & Gray

[Translation] Gruvia Comic Original art by: astasso ※permission to translate was given by the author via pixiv Translator: sarapyon Happy Gruvia Love Fest guys ^^ [[MORE]] Please don’t reprint.