Gary was born in Durango, Colorado and raised in Farmington, New Mexico. After completing high school in Farmington, New Mexico, he obtained his B.S. in Chemical Engineering at the University of Missouri-Columbia in 1987, where he was also a three-year starter for the MU football team from 1984-86. Gary also obtained his J.D. from the University of Missouri in 1991, where he served for the MU Law Review.