Jermaine Beckford and Eoin Doyle were the culprits in the bizarre spat towards the end of a game that Sheffield Wednesday won 2-1.
“I never saw it coming,” admitted Grayson.
“I try to create a happy environment, I always have as a manager.
“You don’t always have to all get on, but I want the players to come in and enjoy their work.
“That is why it shocked me so much. But it happened and what upset me the most was it cost us the chance to get a point.
“We were on top and Wednesday were down to 10 men. That was the most disappointing part for me.
“At 2-1, we had a great chance of getting something out of the game.
“But we got it sorted quickly (both players were fined) and it was old news within 48 hours.
“It probably asked a few questions of the dressing room, but we went out and got seven points from the next three games so I think that was the answer.
“We didn’t let it affect us and that was what I wanted to see.”
Beckford, ironically, will miss tomorrow’s visit from Wednesday through suspension after being sent off against former club Leeds United on Boxing Day.
Despite that, Grayson is confident Preston can avenge the Hillsborough defeat.
“We played them around the same time last year and won,” he said.
“They will have a fantastic support and they have a lot of talented players, but the Championship is a league where anyone can beat anyone else.
“I don’t see Newcastle and Brighton slipping up, but from third right down the table, teams will think, ‘A couple of wins and we are right in this’. We are no different.”
Manager Sean Dyche claims there is a “strong possibility” Joey Barton will still rejoin Burnley next month if renewed discussions following a misconduct charge go well.
Last night’s results: Page 22