But their equaliser arrived within moments after as Youri Tielemans slid in Vardy, who nudged past the onrushing Ben Foster with the outside of his boot.
To add insult to injury, just minutes before Gray slotted the ball underneath Schmeichel, Morgan missed a huge chance to win the game for Leicester from a James Maddison cross, but his header skewed wide of the post.
"If you ask me I am surprised by Brendan leaving Celtic to go to Leicester, I would say I'm not surprised because the Scottish championship with all the respect is not the same as the Premier League", Mourinho told beIN Sports.
What does it mean?
As reported by Ninety Minutes Online, much of Leicester's fan base took to Twitter to criticise the 35-year-old's performance, with some saying it's time for the Premier League victor to hang up his boots at the end of the season.More news: Massive Search For Missing Little Girls In Humboldt County
Brendan Rodgers' return to the Premier League ended in disappointment as he lost his first game in charge of Leicester with a 2-1 defeat at Watford.
"I said before and I stand by it, I have no grievance whatsoever with Norwich".
"My players played really well and we deserved a good result", Javi Gracia said.
And Rodgers' day went from bad to worse when Gray stepped in to slide home the victor in stoppage time.
- Watford have now won three of their last four Premier League games (L1), as many victories as in their previous 15 games (W3 D6 L6).
"I tend to focus more on the good side".