The striker admits it took a while for the squad to get their heads around that but now they are only five points behind today’s visitors Wycombe Wanderers.
Gregory has always shown the right mindset for the challenges facing the Owls this season – not resentful at dropping down from the Championship, or disdainful of some away facilities.
Having made a late run up the pyramid, starting in earnest at Halifax Town, the 33-year-old loves his job. It is obvious in his performances. He is confident too – talking about becoming the first player in 10 years to score 20 goals in a season for the Owls, and when, not if, they beat Wycombe.
Gregory is lucky to play for Wednesday, even if his preference as a boy was for the team across town, but the Owls are even luckier to have him.
“You go from the Championship and these nice grounds to travelling all over the country and some of the changing rooms are really small and cold,” says the man who joined from Derby County in the summer. “It’s taken us time to get our heads round it and I think we’ve done that now.
“We’re here for a reason so just accept it, get on with it and make sure we perform on that pitch.”
Manager Darren Moore adds: “We have to humble ourselves to the level of clubs in the league but they all come with their own problems, strengths and weaknesses. You don’t have any right to feel that a result’s yours because of the size and stature of your club – it doesn’t work.
“You’ve got to remember too it’s a new group, so many new faces coming from different clubs at different times with different backgrounds and styles of play.”
Physical Wycombe will be horrible to play against and if the Owls do not meet Hillsborough’s expectations the crowd will let them know. But it is still brilliant.
“If you’re not enjoying your job it makes it hard work but I absolutely love my job,” says Gregory.
“In the dressing room it’s changed a little bit, there’s a bit more togetherness, it’s more fun and that’s shown on the pitch.”
It is the mindset big clubs need in unforgiving League One.
“Lee looks to me like a man who is proud to be a professional footballer, proud to be playing at Sheffield Wednesday who really thirsts for every second on the training ground or the frontline,” says Moore. “It’s a joy to work with somebody of that ilk. He’s a real leader and players love it when he’s around so we just want to keep him fit and scoring goals.
“I told the players at the start of the season about playing in front of those 25,000 loyal, passionate fans who eat, sleep and breathe football and have an affinity with you. I said come and play for a club steeped in tradition and history and put your name as part of it.”
It has been seven days to lift the mood. Last Saturday the Owls won 3-2 at Accrington Stanley, cheered on by more away fans than home. They raced into a 3-0 first-half lead, then weathered a storm. Tuesday saw them come from behind to beat Milton Keynes Dons, the first time they had done that against anyone since December 2019. Josh Windass’s winner showed the injury situation is not all one-way.
“That’s all it takes,” smiles Gregory. “We were 3-0 up at Accrington and a few weeks before, we probably would have drawn.
“After the result on Tuesday – coming from behind which has not been done for a while, I’m told – hopefully the lads are starting to see what we can do when we do knuckle down and graft.
“It (coming from behind to win) takes the pressure off. We can do it again. We’ve shown we can actually hold onto a lead as well.”
Suddenly Wednesday’s world looks a happier place.