He was part of the QPR side that reached the FA Cup final in 1982 (losing to Tottenham Hotspur in a replay) and won promotion to the First Division a year later as Second Division champions. He also helped QPR finish fifth and qualify for the UEFA Cup in 1984, but 1984–85 was a tough season for Gregory and his colleagues after manager Terry Venables departed to Barcelona and successor Frank Sibley was unable to keep up QPR's good form. At the end of a difficult season in which QPR only narrowly stayed in the First Division, Gregory dropped down two divisions to sign for fallen giants Derby County.