We show that all invertible n × n matrices over any finite field Fq can be generated in a Gray code fashion. More specifically, there exists a listing such that (1) each matrix appears exactly once, and (2) two consecutive matrices differ by adding or subtracting one row from a previous or subsequent row, or by multiplying or dividing a row by the generator of the multiplicative group of Fq. This even holds in the more general setting where the pairs of rows that can be added or subtracted are specified by an arbitrary transition tree that has to satisfy some mild constraints. Moreover, we can prescribe the first and the last matrix if n ≥ 3, or n = 2 and q > 2. In other words, the corresponding flip graph on all invertible n × n matrices over Fq is Hamilton connected if it is not a cycle. This solves yet another special case of Lovász conjecture on Hamiltonicity of vertex-transitive graphs.