On June 30, 2000, President Bill Clinton nominated Gregory to a seat on the United States Court of Appeals for the Fourth Circuit that had been vacant for close to a decade since it had been created (the Senate had never acted on Clinton's previous nominee to that seat, J.

On July 28, 2014, Gregory joined the majority opinion with Henry F. Floyd in Bostic v. Schaefer that declared Virginia's ban on same-sex marriage unconstitutional.

This decision led to the legalization of same-sex marriage in Virginia as well as all other states throughout the Fourth Circuit.

[citation needed] On May 25, 2017, Gregory wrote for the majority when the en banc circuit upheld a lower court's injunction blocking the President's travel ban by a 10-3 vote in Int'l Refugee Assistance Project v.

[8][9] In October 2017, Gregory dissented when the panel majority found that the Bladensburg Peace Cross memorial from World War I now violated the Constitution's Establishment Clause, and he wrote another dissent when the circuit denied rehearing en banc.