Gregory was born in 1845, at Fairy Meadow in New South Wales, where he lived along with brothers Ned, Charles and Arthur, with cousins Syd, Charles William and Jack living nearby during his early life.
Gregory was born in 1845, at Fairy Meadow in New South Wales. His family came to include six other first-class cricketers: his brothers Ned, Charles and Arthur, and his cousins Syd, Charles William and Jack who lived nearby during his early life.