Simone Clarke-Cooper, the lottery organiser's assistant vice-president of group corporate communications, told the newspaper that previous winners have resorted to disguises to protect themselves.
Kingston-based gaming and lottery company Supreme Ventures Limited said her mask was chosen by members of the public and was picked from a series of masks including those from hit movies Scream and Ironman.
Supreme Ventures Limited fielded online questions about why winners need to claim their prize at a press conference where they can be identified.
"Unfortunately, Jamaica is not like other markets. So, how does she look?", the company wrote.
"I am elated because I was drowning in debt", Gray said. "We are not going to tell them not to do that because their safety is of paramount importance to us as well".
The video of Gray wearing a mask is doing rounds on social media and has reportedly received more than 3,000 likes on Twitter.
She also plans to invest some of it and treat herself to some travel.
The victor, identified only as N. Gray, showed up for a press conference with Super Lotto organizer Supreme Ventures Ltd. wearing the emoji mask to maintain her anonymity.
A Jamaican lottery victor could not stop smiling - and winking - as she bagged just over 180m Jamaican dollars (£1m).