Gray was arrested Monday along with 40 others during a protest against the new restrictions Congress placed on D.C. as part of the budget agreement.
At this weekly press conference Wednesday, Gray lifted up his arm to show off the plastic wristband he received in custody.
"There were 41 of these issued to the D.C. 41," says Gray.
More than a fashion statement, Gray says he plans to wear the wristband as a symbol.
"Maybe I'll take it off the next time I get locked up and have a new one," he says.
While Gray says the decision to get arrested was not planned -- he calls what happened spontaneous combustion -- the mayor says he is now working and talking with others to map out a strategy and more actions are planned to protest the city's treatment.