The player itself is not connected to Gary. It is simply a normal record player that is made to look like Gary. Its horn looks similar to Gary's shell, and two eyes resembling Gary's are connected to the needle.
"Your Shoe's Untied" and "Earworm"
Gary's shell is flipped backwards to reveal the record player. The turntable is connected to Gary's body.
Role in series
"Your Shoe's Untied"
Gary plays the song "Loop de Loop" from the record player under his shell.
"Gary Takes a Bath"
When trying to get Gary to take a bath, SpongeBob hears meowing coming from a tree. He thinks this to be Gary and sprays out the water from his holes towards the tree. SpongeBob then fears that the forces of his water jet tore off Gary's shell, only for it to turn out to be a record player.
SpongeBob buys a record of the song "Musical Doodle" and later goes home to play it on Gary's record player.
Role in SpongeBob's Atlantis SquarePantis
It is seen in the GameBoy Advance version when the player is at the sound test.