North End's mental strength was certainly tested on Tuesday night when they fell two goals behind inside 11 minutes against fellow high-fliers Rotherham at Deepdale.
Even without captain John Welsh, missing because of a knee injury, and striker Kevin Davies, their most experienced player was an unused substitute, the hosts still managed to engineer a comeback, only to come away with a point thanks to Lee Frecklington's late leveller.
Grayson's men have not lost in Sky Bet League One since January 11 and the manager attributes that to a mental resolve he thinks could be crucial in the season's closing stages.
"It's something that we try and embed in the squad - the team spirit, the characters around it," said Grayson.
"When you're looking to sign a player you're looking for leaders and winners and we have got that right throughout the squad. If people need to be told how to deal with things there are players that can do it for you. It's a good trait to have and it will carry us a long way forward."
It certainly helps when you score goals too and leading marksman Joe Garner, who now has 18 in this campaign, insists his team always think they can find the net.
"We're confident that we can score goals and we've got goals in the team," he claimed.
"We had a shocking start (against Rotherham) - maybe it was a lack of concentration at the time - but we were confident we would get back into it and we got the goal before half-time. But, having gone 3-2 up, we probably should have seen the game out."
Although Grayson admitted Tuesday's result felt like a defeat given the timing of the Millers' equaliser, he does not expect his squad to be too downcast.
"You can't affect it anymore," the former Leeds boss said.
"We'll analyse it, we'll be disappointed when you see the result again, but we'll go again. In football you can't live in the past - you have to concentrate on what you can affect and that's the next game."
- Sports & Recreation
- Lee Frecklington
- Kevin Davies