Gregory lost at the quarter-final stage of the World Championship in 1987, 1989 and 1993. He made his first semi-final in 1990, losing to Eric Bristow and his only final appearance came in 1992 – when he lost an epic match 5–6 in sets to Taylor. Having missed six darts for the title – two each for double 20, double 8 and double 10, which he has since jokingly referred to as the Bermuda Triangle – the match went all the way to a sudden death leg, which comes when the players reach 5–5 in both sets and legs. It was the first time this had happened in the World Championship's 14-year history and the match is often mentioned in discussions about the greatest darts match ever played; Taylor himself still lists this as his greatest ever match. Gregory won the bull-off to throw first in the decider, but had a bounce-out on his first turn and Taylor comfortably sealed the win. Gregory would become the only man to have lost a World Championship final having had darts at double to win, and remained so until Mark McGeeney did so in 2018.