Following the departure of the Wigan Warriors' head coach Stuart Raper in July 2003, Gregory was appointed head coach until the end of 2003's Super League VIII. After Raper's announcement, Gregory had announced his intention to run for the job permanently. It was the first time since Colin Clarke in 1985 that a Wigan-born man has coached Wigan. Gregory spent three months as caretaker coach, remaining unbeaten for 11 matches and guiding the Wigan Warriors to the 2003 Super League Grand Final – becoming the first side from outside the top two to make it all the way – before being awarded the job full-time on a 2-year contract. The grand final was lost to the Bradford Bulls.