Does using hair dye cause hair loss?

Does using hair dye cause hair loss? I've suddenly been getting a lot of gray hair lately, and it's really bothering me. Ever since I experienced hair loss and my hair thinned out significantly, I haven't touched dyeing my hair at all. I've heard that hair dye irritates the scalp, so I'm worried it might actually cause more hair loss. However, I've been seeing a lot of gray hair cover products lately and am getting interested, but are these products actually safe for my hair? They look convenient because they are applied simply over the hair, but I'm wondering if they might actually cause more hair loss. Has anyone used these products?