Gregory was born in Graves County, Kentucky, where he attended local schools.
Gregory was appointed as United States Attorney for the Western District of Kentucky by President Woodrow Wilson in 1919 and served in that position until 1923.
In 1926, incumbent congressman Alben Barkley sought and won a seat in the United States Senate.
At the time of his death Gregory had already received the Democratic Party nomination for another term in the House.
Upon his death, his younger brother Noble Jones Gregory was given the Democratic nomination; he won the seat.