The 25-year-old decided to join the Ukrainian military after former UK Prime Minister Liz Truss said that she would "absolutely" support anyone going to Ukraine to fight in the battle "for democracy" in 2022, the newspaper reported on Sunday.
Gregg decided to go even though he had no formal military training except for a period of training as an army cadet, his family told the newspaper.
When he finally came to Ukraine, the training camp he joined was bombed. He was unharmed, but his fellow soldier was seriously injured. Later he witnessed another companion die, the newspaper reported.
Gregg was reportedly found dead hanged in his home the day after his 25th birthday.
The Russian Defense Ministry has said on numerous occasions that the Kiev regime is using foreign mercenaries as "cannon fodder," warning that the Russian military will continue to destroy them throughout Ukraine.