Gregg attended Cumbernauld High School then read history at the University of Glasgow, graduating in 1997, before winning the Thouron Scholarship to study at the University of Pennsylvania. Returning to Britain, he wrote a doctoral thesis in modern British history at St John's College, Oxford. Subsequently, he became a tutorial fellow at St Hugh's College, Oxford, where he taught until May 2010 when he became MP for Cumbernauld Kilsyth and Kirkintilloch East. Gregg became Shadow Minister for Pensions in September 2011.