The 25-year-old's stint with the Dons came to an end with a 1-0 defeat by Rotherham at Kingsmeadow on Saturday.
Gregory, who helped AFC Wimbledon secure promotion to the Football League before moving to Bournemouth 18 months ago, made 18 appearances after rejoining Neal Ardley's side in September.
Ardley said he would like to bring Gregory back to the club in the new year but expects to have competition for his services.
"Steven has done really well and been our captain since I have been here," said Ardley.
"Whether we will be able to get him back in January is another matter as there will be a few clubs interested in him.
"But he has been a great servant for us and whatever happens, we certainly wish him well."