The 18-year-old striker came on in the second half of QPR’s Premier League clash against Tottenham Hotspur at Loftus Road.
Grego-Cox replaced midfielder Karl Henry in the 88th minute of the encounter, but he failed to prevent Rangers from suffering a 2-1 defeat in the London derby.
The Republic of Ireland Under-19 international did not make too much of a impact in so little time, but he was still delighted to have made his debut for QPR first team.
QPR vice-chairman Bhatia was pleased to see the highly-rated teenager make his debut for the R’s, and told him on Twitter that he is “very proud” of his achievement.
QPR are currently third from bottom in the Premier League table with 22 points from 28 matches, just three points behind 17th-placed Aston Villa.