Phonons play a key role in the heat transport process of quantum materials. The understanding of thermal behaviors of phonons will be beneficial for designing modern electronic devices. In this study, we utilize specific heat, Raman spectroscopy, and first-principles calculations combined with the phonon Boltzmann transport equation to explore the thermal transport of gray arsenic. Our specific heat data indicate the presence of the phonon anharmonicity at high temperature. This is further supported by temperature-dependent Raman data showing evident phonon softening and line width broadening. More interestingly, from the analysis of temperature-dependent Raman modes, we found that the four-phonon scattering process is indispensable for interpreting the line width broadening at high temperatures. Moreover, we evaluate the importance of the four-phonon scattering process in the heat transport of gray arsenic using the moment tensor potential method. Our work sheds light on the importance of a higher order phonon scattering process in heat transport of the materials with moderate thermal conductivity.