Gregory began her television career in 1994, when she became a newsreader and current affairs host for the regional channel, Coast to Coast, in her home city of Hamilton. She started at TVNZ in 1996, and was a reporter for the Breakfast programme when it first went to air in 1997. She then became a reporter for ONE News, and her stint there included some overseas work in the Solomon Islands and Fiji. From 2002 to 2004, Gregory was a full-time weather presenter for TV One. Then on 17 January 2005, she replaced Alison Mau as the co-host of Breakfast.
In addition to her work at TVNZ, Kay Gregory is a marriage and funeral celebrant, and a member of International Training and Communication.
Since leaving Breakfast (on 3 August 2007), Kay has moved into local body politics and has been elected as a councillor for Hamilton West. Gregory was the highest polling councillor, with 11,808 votes.
Her daughter Kerry, is following in her footsteps and studied at the New Zealand Broadcasting School. She now works for Mediaworks.