Gregory married French journalist Veronique Peck in 1955, and the couple welcomed two children: son Anthony in 1956 and daughter Cecilia in 1958. The actor's firstborn, Jonathan, died by suicide ...

Getty Johnathan Peck shown in a recent photo, circa 1975. Gregory and his then-wife Greta Kukkonen welcomed their first son, Jonathan, in 1944. The couple split when he was around 8 years old.