In this work, we propose a high order asymptotic preserving DG scheme for the gray radiative transfer (GRTE) equations. The GRTE, as the Knudsen number goes to 0, converges to a nonlinear diffusion type equation, which causes great challenges. A weighted linear diffusion term is added to alleviate this problem. Hyperbolic instead of parabolic time step condition is obtained. Numerical tests in 1D and 2D demonstrate the effectiveness of our method