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We report on the realization of sub-Doppler laser cooling of sodium atoms in gray molasses using the D 1 optical transition (3 s S 1/2 2→ 3 p P 1/2 2) at 589.8 nm. The technique is applied to samples containing 3× 10 9 atoms, previously cooled to 350 μ K in a magneto-optical trap, and it leads to temperatures as low as 9 μ K and phase-space densities in the range of 10− 4. The capture efficiency of the gray molasses is larger than 2/3, and we observe no density-dependent heating for densities up to 10 11 cm− 3.