He went to Corrig School, in Kingstown, County Dublin and then to the Royal Military College, Sandhurst, in Berkshire, England.

[1] Gregory graduated from Sandhurst in 1889 and was commissioned as a second-lieutenant in the Royal Irish Fusiliers, part of the British Army.

His next military position was as a General Staff Officer, Headquarters, Southern Army between 1912 and 1914, before taking over command of the 19th Lancers (Fane's Horse).

[4] At the start of the First World War the 19th Lancers, assigned to the 2nd (Sialkot) Cavalry Brigade, were sent to the Western Front in France.

[10] In that November, having reverted to his peacetime rank of colonel, he was again promoted to brigadier-general and invested as a Companion of the Order of the Bath.