I don't know how much gravy you're making but put a little flour in a cup. Maybe around a tbsp. and stir in a little water. Just enough so you can stir it with no lumps. Then stir it into your gravy. You can keep adding until you get the consistency that you want. Just make sure to keep stirring when you add it. You can also use Cornstarch in place of the flour.
It means that your gravy was not properly thickened. To achieve this you have to make the right mixture of Roux which is a combination of oil and flour. The proportion of the oil to the flour should be 50-50. Visit ezinearticles.com/?Whats-Wrong-With-My-Gravy?---How-to-Make-Good-Gravy&id=1803254 for more information.