On Tuesday, his agent, Dan Horwits, told MLB.com that three teams are interested in his client, and the Blue Jays are one of them.
Meanwhile, Yahoo! Sports threw the Padres into the mix, but a baseball source told MLB.com that though San Diego had interest in Gregg at some point this offseason, it appears the team isn't among the finalists at this point.
The Rockies didn't seem too confident as of Monday night, either -- but they're holding out hope.
"I am not overly optimistic, but we have a chance [to sign Gregg]," Rockies general manager Dan O'Dowd told the Post. "Our job would be as a setup guy."
FoxSports.com reported earlier on Monday that the Marlins already made a contract offer to Gregg, and the Post wrote that the Rockies "had about $2 million to offer" after signing Melvin Mora to a one-year, $1.275 million contract.
"Mora was the best bat, and we like the way he fits in the lineup in either the two-hole or six-hole," O'Dowd told the Post. "And [his contract] gave us a shot at Gregg. And if we aren't able to do something there, we can save it for during the season."
The Post added that Gregg likes the idea of Spring Training in Arizona and believes Colorado has a good chance to reach the playoffs.
But the 31-year-old may also lean toward South Florida despite also being considered an eighth-inning guy there because of his familiarity with the Marlins -- he pitched for them in 2007 and '08, combining to post a 3.48 ERA with 61 saves in 146 appearances. Another important factor could be that current Marlins closer Leo Nunez, who only became a full-time closer last season, is less established than Rockies closer Huston Street, who has 129 saves in his five-year career.
In Toronto, however, Gregg would probably have the best opportunity to close games, since the spot is wide open at this point and would come down to two less-seasoned closers -- Scott Downs or Jason Frasor -- if they don't sign somebody.
Blue Jays general manager Alex Anthopoulos declined comment to MLB.com, sticking to his policy of not responding to reports or speculation on potential moves.
The Padres, meanwhile, are set at closer with Heath Bell and have setup options in Luke Gregerson and Mike Adams, so a fit in San Diego seems like a long shot at this point.
Acquired by the Cubs in a trade that sent young righty Jose Ceda to the Marlins last offseason, Gregg struggled in his first season in Chicago in 2009, when he lost his closer's job to Carlos Marmol and finished the season sporting a 4.72 ERA with 23 saves in 30 chances. Gregg allowed 13 homers in 68 2/3 innings.
That came after Gregg had the best two-year stretch of his seven-year career with the Marlins from 2007-08, though he did blow a combined 13 saves in that span.
Gregg, an Oregon product originally drafted in the 15th round by the Athletics in 1996, has pitched in every role in his career -- as a starter, long reliever, middle reliever, setup man and closer -- and sports a lifetime 23-27 record with a 4.10 ERA.