His father, also named David Gregorie, was a doctor practising on the Kinnairdy estate in Banffshire while his mother was Jean Walker of Orchiston. David junior was the fourth of his parents' fifteen children and when he was five years old his father inherited Kinnairdy and the family moved there from Aberdeen.
Kanyang ama, din na pinangalanang David Gregorie, ay isang doktor practising sa Kinnairdy estate sa Banffshire habang ang kanyang ina ay Jean Walker ng Orchiston. David junior ay ang ikaapat ng kanyang mga magulang 'labing-limang mga bata at kapag siya ay limang taon gulang na ang kanyang ama minana Kinnairdy at ang pamilya inilipat doon mula sa Aberdeen.