Gregory may have begun his art studies in England, with his grandfather, the British portrait painter, John Crowe Read. In any case it is known that after spending part of his childhood in New Zealand, he arrived in the United States in 1893. He was apprenticed to J. Massey Rhind in New York from 1899 to 1902, to learn his true calling, sculpture. He also studied under George Gray Barnard and Hermon MacNeil at the Art Students League in New York between 1900 and 1903. The following year he went to London where he enrolled in the Lambeth Art School. He then went to Paris, entered the Ecole des Beaux-Arts and studied under Antonin Merci‚ for two years. Gregory returned to the United States in 1906 and worked as an assistant to MacNeil, Gutzon Borglum, and Herbert Adams until 1912. In that year he became an American citizen, and won a fellowship to the American Academy in Rome where he studied for two years. In 1915 he opened his own studio in New York, and remained in the city for the rest of his life. He taught modeling at Columbia University's School of Architecture, and was director of sculpture at the Beaux-Arts Institute of Design in New York.
Gregory was known as a highly traditional sculptor, his work even occasionally being characterized as neo-classical, probably due more to his common use of classical subject matter than to his sculptural style. His public works include panels for the Folger Shakespeare Library in Washington, D. C., 1929-30; the Huntington Mausoleum in San Marino, California, 1927-29; and Memories, 1951, a war memorial for the cemetery at Suresnes near Paris. He was also a noted medalist and designer of decorative architectural sculpture.
Gregory served on the Academy Council from 1935 to 1939, and was president of the National Sculpture Society from 1934 to 1939. He received the Society's medal of honor in 1956, and following his death, the Society established the John Gregory Award in his memory.
