Gray Wolf State Management Act of 2019 This bill requires the Department of the Interior to reissue a rule that removed protections under the Endangered Species Act of 1973 for the gray wolf populations located in the western Great Lakes (all of Wisconsin, Michigan, and Minnesota, as well as portions of North Dakota, South Dakota, Iowa, Illinois, Indiana, and Ohio). The bill expresses the sense of Congress that Native American tribes in Minnesota, Wisconsin, and Michigan are sovereign governments and retain certain rights to regulate natural resources used by their members on tribal lands and public lands on reservations. In addition, the bill urges Minnesota, Wisconsin, and Michigan to consult early and fully with each affected tribal government when drafting state wolf management plans.