Calvin Zola's first-half double helped end Bradford's long unbeaten run.
Zola netted twice in the first half and midfielder Steven Schumacher added a third against his former club to earn Gradi the first victory of his latest spell at the Crewe helm.
Zola's eighth-minute opener was a peach, with the Congolese forward sending a volley flying over Bantams keeper Simon Eastwood.
Gradi, who replaced the sacked Gudjon Thordarson nine days ago, said: "I've not seen Calvin do that before.
"He's now got ten goals. The supporters were moaning at him at the start of the season but he is a handful." Winger Joel Grant hit a post before Zola doubled Crewe's lead by latching on to defender Steve Williams' miscue and finding the bottom corner.
Bradford boss Stuart McCall lamented: "We gave a sloppy second goal away."
Crewe had not won since September 5 and arrived at Valley Parade on the back of five straight defeats.
And 68-year-old Gradi, who developed talents like David Platt and Danny Murphy during 24 years as boss before moving upstairs in 2007, added: "I didn't need any persuading to return.
"We played with no fear, rolled the ball about and always looked dangerous."
Bradford pulled a goal back 60 seconds before the break with Michael Boulding's third in three games.
The striker had earlier struck the bar before nodding in James O'Brien's cross.
Valley Parade old boy Schumacher stretched Crewe's lead when letting fly from 20 yards, the ball taking an awkward bounce on its way past a leaden-footed Eastwood.
Crewe were shaken, though, as James Hanson volleyed Bradford back into the game in the 69th minute.
And the home side, applauded off at the end, threw everything at Crewe in a brave attempt to extend their ten-match unbeaten sequence.
Keeper David Button saved from Leon Osborne and Lee Bullock, while Hanson and Simon Ramsden were foiled by goalline clearances.
McCall added: "I am very pleased with the determination after going 3-1 down.
"I don't how many times they got the ball off the line. We had 27 shots on goal and 16 on target."
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