The son of George Gregory (1839-1911), and Christina Gregory (1846-1910), née Mcpherson, James Grant Gregory was born at
Ballarat, Victoria on 3 February 1876. He married Honora "Nora" O'Connor (1874-1948), in
Perth, Western Australia on 24 November 1905.
Siblings There were a number of talented footballers among his brothers, including: • John "Jack" Gregory, born "McPherson" (1864-1923), played in the VFA with
Footscray. • George James Wellington Gregory (1866–1907), played in the Ballarat competition. • Charles Waterloo Gregory (1867–1939), played in the Ballarat competition. and Footscray (1897 to 1901). • Frederick Birchall Gregory (1878–1968), played in the VFA with West Melbourne. • Duncan Alexander Gregory (1880–1964), played in the VFA with West Melbourne. • Three of Duncan's sons played VFL football:
Harold Valentine "Harry" Gregory (1902–1993) with
Essendon;
John James "Johnny" Gregory (1905–1992), with
North Melbourne; and
Bruce Gregory (1915–1998), also with North Melbourne. • Ernest Henry "Harry" Gregory (1882–1945), played in the VFA with West Melbourne. • Alfred Compton Gregory (1884–1924), played in the VFA with West Melbourne. • Frank Gregory (1888–1951), played in the VFA with West Melbourne. ==Football==