On the eve of tonight's Uefa Cup second round, second leg match against Celta Vigo, when the Premiership leaders will be defending the 1-0 advantage secured in Spain, Gregory confessed a desire to coach abroad.
Sensing that his admission might be subjected to spin, he added that the four-year contract he signed recently "means exactly what it says". In the meantime he aims to mount a consistent challenge the domestic dominance of Manchester United which Arsenal interrupted last season.
"United are the only club bigger than us," Gregory said. "They're bigger than Arsenal and we're about the same as them. Alex Ferguson is the top man. Four championships in five years is incredible. My aim is to develop Villa and fight him on an equal basis. It's a tall order but we'll give it our best shot."
Which meant he would be staying at Villa "until someone tells me otherwise". It was the kind of remark which has come back to haunt those predecessors sacked by Doug Ellis. Gregory had no qualms about tempting fate in the shape of a chairman nicknamed "Deadly": "If anyone breaks my contract it'll be Aston Villa, not me.
"I'm very, very happy here, though I'd be lying if I said I had no ambition to work abroad. It's something I've given a lot of thought to. I went out and watched Terry Venables work at Barcelona and I've talked to Howard Kendall about his experience at Bilbao. The game's more technical there. They think that British football doesn't need to be coached because it's all crash, bang, wallop. Maybe one day I'll try it, though I want to achieve something here first."
Listening to Gregory, and seeing him touted as a successor to Glenn Hoddle with England, it is easy to forget it is less than nine months since Villa plucked him from Wycombe Wanderers. He is also a managerial novice at European level, tonight's game being only his sixth in Continental competition.
Gregory views the Uefa Cup as a platform for success on the home front. Again using Ferguson as his benchmark, he noted that the Scot's breakthrough at United, after four largely barren years, came in the Cup- Winners' Cup final of 1991.
Even if Villa won tonight, they would still have another tie to negotiate before reaching the quarter-final stage at which they went out to Atletico Madrid in March. The advance of their all-English line-up is by no means assured. Celta, their side sprinkled with Brazilians, Russians, Frenchmen and Africans, are unbeaten in eight Spanish League fixtures.
Villa will be without the ineligible Paul Merson and Steve Watson, while Michael Oakes continues in goal for the injured Mark Bosnich. Gregory can recall Ian Taylor and Alan Thompson in midfield after they missed the match in Vigo due to suspension. Stan Collymore partners Julian Joachim up front.
Each striker is effectively playing for his future as Villa try to sign Dion Dublin. The Coventry chairman, Bryan Richardson, insisted yesterday that he would not let Dublin be "stolen" for the pounds 5m Villa have offered. Yet Gregory remains confident of a compromise deal at considerably lower than the pounds 6.75m Blackburn have had accepted.
Aston Villa (3-5-2): Oakes; Ehiogu, Southgate, Barry; Charles, Taylor, Hendrie, Thompson, Wright; Collymore, Joachim.
Celta Vigo (3-1-5-1; probable): Dutruel; Caceres, Djorovic, Josema; Mazinho; Michel, Makelele, Mostovoi, Karpin, Sanchez; Penev.