  We present a systematic study on the Raman gray molasses cooling (RGMC) of
cesium atoms on the $D_2$ transition. Due to the large splitting in the excited
hyperfine transitions of cesium $D_2$ line, it is relatively simple to
implement the RGMC with suitable frequency control on the trapping and
repumping lasers of the magneto-optical trap (MOT). We have achieved an atom
temperature of 1.7$\pm$0.2 $\mu$K after the RGMC with $3.2\times 10^8$ atoms.
The phase space density is $1.43\times 10^{-4}$. Compared to the condition with
a bare MOT or the MOT with a standard polarization gradient cooling, the phase
space density increases by a factor of more than $10^3$ or $10$, respectively.
