His career began at the age of five tap dancing with his brother and father. Gregory received the Tony award for Jelly's Last Jam. (1992) He was considered the greatest tap dancer of his time, using Sammy Davis Jr as a role model. After becoming an actor, he appeared in movies such as The Cotton Club (1984), White Nights (1985), Running Scared (1986), Tap (1989), Waiting To Exhale (1995), The Preachers Wife (1996), and Bojangles (2001). The lights of Broadway were dimmed for three days in his honor at his death.