Keith Gregory played bass in a band called The Lost Pandas in the early eighties with David Gedge. When that group folded, Gedge and Gregory formed a new band that Gedge christened The Wedding Present. Gregory played bass in the band from 1985 until the end of 1992 when disallusioned with the band's direction, he left. Gregory later formed Cha Cha Cohen in 1995 along with Paul Dorrington, Simon Smith and Jacqui Cohen. In 2001, Gregory and Cohen emigrated to Australia.