The observable gravitational and electromagnetic parameters of an electron: mass m, spin J = (h) over bar /2, charge e and magnetic moment ea = e (h) over bar/(2m) indicate unambiguously that the electron should had the Kerr-Newman background geometry exact solution of the Einstein-Maxwell gravity for a charged and rotating black hole. Contrary to the widespread opinion that gravity plays essential role only on the Planck scales, the Kerr-Newman gravity displays a new dimensional parameter a = (h) over bar/(2m), which for parameters of an electron corresponds to the Compton wavelength and turns out to be very far from the Planck scale. Extremely large spin of the electron with respect to its mass produces the Kerr geometry without horizon, which displays very essential topological changes at the Compton distance resulting in a twofold structure of the electron background. The corresponding gravitational and electromagnetic fields of the electron are concentrated near the Kerr ring, forming a sort of a closed string, structure of which is close to the described by Sen heterotic string. The indicated by Gravity stringlike structure of the electron contradicts to the statements of Quantum theory that electron is pointlike and structureless. However, it confirms the peculiar role of the Compton zone of the "dressed" electron and matches with the known limit of the localization of the Dirac electron. We discuss the relation of the Kerr string with the low energy string theory and with the Dirac theory of electron and suggest that the predicted by the Kerr-Newman gravity closed string in the core of the electron, should be experimentally observable by the novel regime of the high energy scattering - the Deeply Virtual (or "nonforward") Compton Scattering".