He became a servitor of Christ Church, Oxford, in 1624, being placed along with his ‘master,’ Sir William Drake of Amersham, under the tuition of George Morley, afterwards bishop of Winchester.
His only teacher was John Dod, who directed his Hebrew studies during one vacation at his benefice in Northamptonshire.
There he died on 13 March 1646; his remains were carried to Oxford and buried on the left side of the grave of William Cartwright, in the aisle adjoining the south side of the choir of Christ Church Cathedral.
Anthony Wood called Gregory "the miracle of his age for critical and curious learning".
Collected editions of his writings were: Two of his treatises were published separately: Gregory also translated from Greek into Latin: These translations passed after his death to Edmund Chilmead, and subsequently to Sir Edward Bysshe, who published them under his own name in 1665.