The Shrimps knew that a point would be enough to guarantee them the fifth and final play-off spot but they were shocked when Mark De Bolla gave the hosts the lead in the eight minute.
But the Lancastrians rallied and a goal just past the half-hour mark from leading scorer Danny Carlton and then a second-half header from skipper Jim Bentley settled the nerves and booked the visitors a play-off tie with Hereford United.
Morecambe looked nervy in the opening exchanges and were stunned in the seventh minute when Tom Williamson won the ball in midfield and released Dennis Oli who fed De Bolla.
De Bolla ghosted in between the two Shrimps centre-backs and slotted into the bottom corner, despite the best efforts of Steven Drench, to give the hosts the lead.
That lead could have been doubled minutes later when only a goal-line clearance from Chris Blackburn denied Glenn Poole after a mazy run across the box.
The Shrimps gradually warmed to their task and began to impose themselves on a makeshift Grays side.
Strikers Carlton and Michael Twiss headed over and Gary Thompson blazed high and wide but Blues keeper Nicky Eyre was untested until Wayne Curtis' thunderbolt that was magnificently turned over by the ex-Spurs youngster.
But Morecambe were not to be denied much longer as from the ensuing corner Twiss' delivery was met at the near post by Carlton who headed past Eyre.
Garry Hunter then scuffed his shot wide after a swift Shrimps counter as the visitors dominated before the interval.
Fraser McLachlan also scuffed wide from a good chance as Morecambe pressed for the advantage which came when Twiss' free-kick was headed expertly home by Bentley nine minutes after the re-start.
The game then petered out as Morecambe settled for what they had and Grays failed to make an impact of their own.
Poole went closest for the hosts with a 25-yard drive that was well-fielded by Drench but both sides played out the remaining minutes content to preserve energy for the play-off semis next week.