McGrory began playing for St Roch's Juniors aged 16, earning £2 a week. In his first season of 1921–22, he helped the side win a Double. St Roch's won the Scottish Junior Football League and the Scottish Junior Cup, where he scored the equalizer in a 2–1 win over Kilwinning Rangers. In 2013, St Roch's renamed their ground in honour of McGrory, changing it from Provanmill Park to The James McGrory Park. Celtic 1920s With many clubs now scouting him, such as Third Lanark and Fulham, Celtic jumped in first and approached to sign him. He signed his first full professional contract for Celtic on 10 June 1922, for £5 a week, in the pavilion at Third Lanark's Cathkin Park. He made his debut on 20 January 1923, in a 1–0 away defeat, also at Cathkin Park. His first goal came two weeks later on 3 February 1923, in a 4–3 League defeat against Kilmarnock at Rugby Park. In total, he made three League and one Scottish Cup appearances, scoring that one goal at Rugby Park. He was loaned out to Clydebank on 7 August 1923 and later that month scored on his debut against Aberdeen at Pittodrie in a 3-1 defeat. On 1 March 1924, he lined up in the Clydebank side to face Celtic at Parkhead. It ended up being quite a bizarre day for him, as he ended up scoring the winner in a shock 2–1 victory for Clydebank. Not long after this, and before the season was out, he was recalled to Celtic. In his time at Clydebank he played 33 League and Scottish Cup games, scoring 16 goals. Having returned to Celtic, he featured in the Glasgow Charity Cup semi-final against Queens Park on 6 May 1924, scoring in a 2–0 win. The final was two days later on 8 May 1924, where he played at outside-left in a 2–1 win over Rangers. The 1924–25 season started poorly, with McGrory not scoring in his first three games, but worse was to come when his father was killed after accidentally being struck by a stone in a local park. McGrory played against Falkirk the following Saturday, just hours after having just attended his father's funeral, and yet managed to get off the mark for the season with his first goal in a 2–1 win. With his goal scoring touch returned, he continued to add to his