McGregor was married to Jessie, and the couple had a daughter and a son, also named Jessie and William. A teetotaller, McGregor was a supporter of the Temperance movement, and was active in the local branch of the Liberal Party until his membership lapsed in 1882 due to the increasing amount of time he devoted to football. He was involved in the early attempts to establish a baseball league in the United Kingdom, and served as the honorary treasurer of the Baseball Association of Great Britain and Ireland. Despite his commitment to sport, he held desperately on to his drapery business throughout his life.