On 17 June 1995 in Manchester she set an hour record for women at 47.411 km. McGregor broke Burton's 25-mile time-trial record in 1996, setting 51 minutes 30 seconds. She missed out on a medal at the 1996 Summer Olympics in Atlanta, finishing fourth in the pursuit. However she took the bronze in the same event at the 2000 Summer Olympics in Sydney, thus winning the first Olympic Medal in any cycling discipline by a female British rider. She then won the pursuit at the 2000 UCI Track Cycling World Championships in Manchester less than two months later.