Gregory had enlisted in the RAAF in 1940 and trained as an observer (navigator/bomb aimer). By June 1942 he was attached to RAF 215 Squadron, then operating Vickers Wellingtons out of bases in north-east India and Bengal against Japanese targets in Burma.
On 10 June 1942 his aircraft exploded in mid-air near the village of Gafargaon, in the Mymensingh district of what was then Bengal Province (now Bangladesh, roughly 50 km from the Assam border). All six members of the crew — four Australians, including the two pilots, and two RAF personnel — were killed. The cause was never definitively established; most accounts suggest a fuel-related fire.
Gregory was 26. His Test record was small but startling: 23, 50 and 80 in his three innings against England in the 1936-37 Ashes, all before he turned 22. Bradman had said publicly that Gregory was the most likely batsman of his generation to take Australian middle-order batting forward into the 1940s.
He is buried at Maynamati War Cemetery in Bangladesh, alongside his crewmates. His name is on the Lord's Roll of Honour and on the AIF memorial at the MCG.