born in polstead, gregory began his career at ipswich town, making 32 appearances between 1987–1995. he made two appearances on loan at hereford united and three appearances at peterborough united after leaving ipswich. he joined colchester united in 1995 and spent seven years at layer road, making 226 league appearances and scoring 19 goals. gregory helped the u's to their first league promotion for 22 years in 1998 when he stepped up to put colchester ahead from the spot in the third division playoff final. gregory made history along with neil as the first pair of brothers in a play-off final in the same match. his brother neil joined the u's in 1998 and played alongside david until 2000. gregory featured regularly in the first team until he cracked a bone in his foot playing against port vale in march 2002 and failed to recover fitness by the summer break. he again teamed up with his brother neil at canvey island in july 2002.