His command, now styled Gregg's Brigade, was attached to William H. T. Walker's Division in the Department of the West on May 10, 1863. Gregg's first major action in Mississippi came at the Battle of Raymond, on May 12, 1863, where his 3000-man brigade fought a tough 6-hour battle against the XVII Corps, 10,000 strong, under the command of Union Maj. Gen. James B. McPherson. Gregg was forced to retreat back to Jackson, Mississippi after the battle, where he would be involved in the Battle of Jackson on May 14, 1863.