The suspension begins with Sunday's game at Oakland. Neither the NFL nor Gregory said what substance the player tested positive for.
Gregory said in a statement released by the Chargers that he appealed the suspension, and was denied. The suspension was announced a day after he intercepted Derek Anderson in a 41-10 win against the Arizona Cardinals that pulled the Chargers to 2-2.
"I was completely shocked to find out about this positive test from May during the offseason," Gregory said in a statement. "I have never knowingly used any form of performance-enhancing substance. However, as an athlete I know that I am responsible for everything that goes into my body. I appealed these test results, and through this process I was disappointed to learn today that I am going to be suspended for the next four games.
"It is tremendously upsetting to me, but I fully respect and support the NFL's policies. I will take this as a learning experience and come back stronger and as committed as ever. I apologize to my teammates, coaches, the organization, fans, and my family and friends. I look forward to moving past this and helping my team win a championship this year."
The 5-foot-11, 195-pound Gregory is in his fifth season with San Diego.
"I'm disappointed," coach Norv Turner said. "I'm disappointed he won't be with us the next four weeks. We'll make the adjustments we need to make and when he's back, we'll move on, as we do in any other situation like this."
Asked what Gregory tested positive for, Turner said: "I don't know. That's not my area."
General manager A.J. Smith, who often speaks of signing "character" players, didn't return a call seeking comment.
Gregory joins a growing list of Chargers who've been suspended for violating the league's policy.
In 2008, inside linebacker Stephen Cooper was suspended for four games by the NFL for testing positive for a banned stimulant.
In 2006, star outside linebacker Shawne Merriman served a four-game suspension after testing positive for steroids. He blamed the positive test on a tainted supplement, which he didn't identify. Merriman had 39½ sacks his first three seasons. He's had four sacks since 2008 while dealing with various injuries.
Turner said there's not an organizational problem.
"It's hard because every situation to me is totally different and I think following it around the league in terms of guys who've had the same situation, you get this similar type explanation, so I would not call it an organizational problem," Turner said.
In May, strong safety Kevin Ellison was arrested in Redondo Beach on suspicion of possessing a controlled substance. Police said a search of Ellison's vehicle turned up 100 pills of Vicodin. The Chargers released Ellison in May.
Within weeks, the Drug Enforcement Administration began investigating doctors affiliated with the Chargers and Padres to verify the accuracy of controlled substance inventories, records, reports and other documents required to be kept under the Controlled Substances Act.
The Chargers said then in a statement that the Vicodin in Ellison's possession was not provided by the Chargers, their physicians or anyone affiliated with the team.
Also in 2006, safety Terrence Kiel was arrested in the locker room. DEA officials said Kiel admitted to shipping at least two parcels of prescription cough syrup to Texas via FedEx.
Kiel pleaded guilty to felony and misdemeanor drug charges under a plea bargain and was sentenced to three years probation. He was released in March 2007 and was killed in a car crash in July 2008.
Months before being drafted by the Chargers in 2005, defensive end Luis Castillo tested positive for androstenedione at the scouting combine. He later said it was "a huge mistake" in taking the steroid to help his performance at the combine after he was slow to heal from an elbow injury sustained his senior year at Northwestern.
Castillo had a clause inserted in his contract stating he will forfeit his bonus money if he ever has another positive drug test.
Late in the 2004 season, Chargers fullback Andrew Pinnock was suspended for four games for violating the league's policy on anabolic steroids and related substances. His agent said at the time that Pinnock accidentally took a supplement that contained a banned substance.
On Monday, the Chargers also placed outside linebacker Jyles Tucker on injured reserve with a torn pectoral muscle, meaning his season is over.
He was hurt in Sunday's 41-10 victory over the Arizona Cardinals.
Tucker's injury comes a week after outside linebacker Larry English had foot surgery that will keep him out four to six weeks. Additionally, Merriman missed Sunday's game with a calf injury, the second game he's missed this season.
Information from The Associated Press contributed to this story.