He was the younger brother of the explorer and politician Augustus Gregory, who also made his career in the colony.

After getting a basic education, Gregory entered the Western Australian public service in 1841 as a cadet surveyor.

In 1846, Gregory accompanied his older brother Augustus and explorer Henry Churchman, to investigate the country north of Perth.

The next year Gregory visited England, to lobby the British government for funding towards exploration of North-West Australia.

Gregory believed that the region might support grazing and/or plantation agriculture, based on the use of indentured labour from Asia.

In 1860, the Government of Western Australia put Gregory in charge of a proposed expedition to explore the interior around Nickol Bay.

As a result of the expedition to Nickol Bay, Gregory was awarded the Gold Medal of the Royal Geographical Society (1863).