At the start of the Civil War, Gregg returned to Washington, D.C., where he was promoted to captain in the 3rd U.S. Cavalry, followed soon by a transfer to the 6th U.S. Cavalry.
Ved starten af borgerkrigen vendte Gregg tilbage til Washington, D.C., hvor han blev forfremmet til kaptajn i 3rd U.S. Cavalry, snart fulgt af en overflytning til 6th U.S. Cavalry.