How to find if two numbers are consecutive numbers in gray code sequence

Actually, several of the other answers seem wrong: it's true that two binary reflected Gray code neighbours differ by only one bit (I assume that by « the » Gray code sequence, you mean the original binary reflected Gray code sequence as described by Frank Gray). However, that does not mean that two Gray codes differing by one bit are neighbours (a => b does not mean that b => a). For example, the Gray codes 1000 and 1010 differ by only one bit but are not neighbours (1000 and 1010 are respectively 15 and 12 in decimal).

If you want to know whether two Gray codes a and b are neighbours, you have to check whether previous(a) = b OR next(a) = b. For a given Gray code, you get one neighbour by flipping the rightmost bit and the other neighbour bit by flipping the bit at the left of the rightmost set bit. For the Gray code 1010, the neighbours are 1011 and 1110 (1000 is not one of them).

Whether you get the previous or the next neighbour by flipping one of these bits actually depends on the parity of the Gray code. However, since we want both neighbours, we don't have to check for parity. The following pseudo-code should tell you whether two Gray codes are neighbours (using C-like bitwise operations):

function are_gray_neighbours(a: gray, b: gray) -> boolean
    return b = a ^ 1 OR
           b = a ^ ((a & -a) << 1)
end

Bit trick above: a & -a isolates the rigthmost set bit in a number. We shift that bit by one position to the left to get the bit we need to flip.