The 77-year-old accumulated the pearls and jewels in the 1980s when the US soap opera was at its peak, with up to 80 million people tuning in to watch it.
The veteran actress’s fashion trends have changed over the years and she ended up stashing the necklaces, bracelets, rings and earrings in a bank vault.
She decided to sell 15 items of jewellery which went for a combined £52,000 at the auction which was held in Los Angeles on Saturday.
Leading the sale was a large 3.5 carat diamond and platinum ring that went for £28,000.
A pair of gold bangles sold for £2,400 while a set of three yellow and white gold rings fetched £1,800.
Martin Nolan, of Julien’s Auctions of Los Angeles, US, said: “These were Linda Gray’s own personal jewels dating from the 1980s.
“Her character, Sue Ellen, was the long-suffering wife of JR Ewing but she was also very glamorous and elegant and was often bejewelled.
“These items are very much in keeping with her character.
“But much like clothes and hair fashions, jewellery trends have changed over the years and Linda Gray put these in storage.
“They weren’t doing much there so she decided to sell them.”