Gregory remained at the museum until 1900 and was responsible for a Catalogue of the Fossil Bryozoa in three volumes (1896, 1899 and 1909), and a monograph on the Jurassic Corals of Cutch (1900). He obtained leave at various times to travel in Europe, the West Indies, North America, and East Africa. The Great Rift Valley (1896), is an interesting account of a journey to Mount Kenya and Lake Baringo made in 1892-3. Gregory was the first to mount a specifically scientific expedition to the mountain. He made some key observations about the geology which still stand. In 1896 he did excellent work as naturalist to Sir Martin Conway's expedition across Spitsbergen. His well-known memoir on glacial geology written in collaboration with Edmund J. Garwood belongs to this period.