He married Margaret Murray, who had £1000 sterling voted by Parliament immediately after his death, for the support of herself and family, but, owing to the distractions of the time, it was never paid.

In April 1638, soon after the authority of the bishops had been abolished by the nation in Scotland, Gillespie was ordained minister of Wemyss (Fife) by the presbytery of Kirkcaldy.

On his return to London he had a hand in drafting the Westminster confession of faith, especially chapter I. Gillespie was elected moderator of the Assembly in 1648, but the duties of that office (the court continued to sit from 12 July to 12 August) told on his health; he fell into consumption, and died in Kirkcaldy on 17 December 1648.

A simple tombstone, which had been erected to his memory in Kirkcaldy parish church, was, in 1661, publicly broken at the cross by the hand of the common hangman, but was restored in 1746.

While with the Earl of Cassillis he wrote his first work, A Dispute against the English Popish Ceremonies obtruded upon the Church of Scotland, which, published shortly after the "Jenny Geddes" incident (but without the author's name) in the summer of 1637, attracted considerable attention.