When the messenger was asked to go away and find someone else to comment on events at Loftus Road, the manager found a miracle cure to his migraine and arrived to deliver an honest assessment of a game that Sunderland could have won by a landslide.
"I'm disappointed we lost, but Sunderland should have won by more than they did," accepted Gregory.
"We got a goal back, but I look at the chances they had and they should have battered us completely.
"They defended very well and at the end we were not good enough to win the game."
Rangers top scorer Dexter Blackstock had a goal ruled out for offside in a game that saw home fans claiming the flag should have gone up for both of Sunderland's goals.
But Gregory, whose side's five game unbeaten run had ended at home to Coventry on Saturday, said: "I've seen replays and they might be marginal but I've no complaints.
"It would be clutching at straws looking to blame the linesman or referee.
"Sunderland are an experienced side. They have a lot of players who have just come out of the Premiership.
"Graham Kavanagh controlled the game showed his knowledge, experience and ability.
"We gave it our best shot, but we weren't good enough.
"My lads have climbed mountains to get where we are. In the 12 months I have been here we have only had a couple of poor performances – these last two games."
Gregory admits his club may be punished after missiles were thrown at assistant referee Mark Scholes.
Play was held up in the first-half while extra stewards were sent to one corner of the ground as home fans complained that Scholes should have flagged Daryl Murphy offside for his opener.
Gregory said: "We don't want to see that kind of thing creeping back into the game.
"Being honest, the referee (Uriah Rennie) should include it in his match report. There were a couple of bottles came over.
"Fans will want to vent their fury at someone if they feel a decision is wrong, but we could do without this sort of thing completely and we could be punished for it as a club.
"I thought the best thing Uriah Rennie could have done was get on with the game instead of having quite a bit of drama waiting for stewards, but that doesn't excuse what happened."