Having scored at a goal every two games for Darlington, Gregg joined Sheffield Wednesday before the 1928–29 season, and contributed to them winning that year's First Division championship. The following season, he lost his place to the high-scoring Harry Burgess, and in January 1931 he joined Birmingham for a fee of £2,200. He played his part in that season's FA Cup campaign, and "scored" a goal in the 1931 FA Cup Final which was disallowed for offside. He moved on to Chelsea in September 1933 for a fee of £1,500, finishing his career with Boston United in the Midland League and with Sligo Rovers in Ireland during the Second World War.