Gregory graduated from UMass Amherst with a BA in Theater. He currently lives in Los Angeles. Gregory is from Amesbury, Massachusetts, a town just North of Boston on the Merrimack River. Likes to play golf. He has studied Improv at the Upright Citizens Brigade. Gregory is a founding member and ensemble member of the improv group "Shots Fired!" He owns a 1931 Model A Ford Sedan (with Suicide doors). His father, Peter, is a classically trained Counter Tenor who is a semi-professional singer. His sister, Johanna is a classically trained Lyric Soprano who is a professional singer. His mother, Patricia, is the English teacher and head of the Amesbury High School Drama Department who originally introduced Jeffrey Donovan of "Burn Notice" to acting.