Gregg, from Edmonton, earned his second bronze medal in the 500 metres Sunday after picking up his first in the distance two days earlier.
His were the host country's two medals at the Essent ISU World Cup Speed Skating event in Calgary. Canada's women's pursuit team finished fourth to conclude racing Sunday.
The Canadian long-track team has three more World Cups before trials in late December and early January to determine the country's Olympic speedskating team for Sochi, Russia.
"I want to make sure I'm building into Sochi," Gregg said. "I don't want to peak right now, but I'm happy with where I'm at and where it puts me in the world."
Nesbitt, the reigning Olympic champion in the 1,000 metres, finished 10th in the distance Sunday and 1.77 seconds back of winner Heather Richardson of the U.S.
Retired Canadian speedskating star Clara Hughes has said she loves "Nesbitt's rage" on the ice, but Nesbitt's emotion was bewilderment Sunday.
Her time of one minute 15 seconds at the Olympic Oval was over two seconds slower than the world record she set there in 2012.
"I can't remember the last time I skated a 1:15 in Calgary," she said. "It's been six years or something, or I don't know maybe longer. Eight years. I don't understand what's going on really.
"This isn't really helping my confidence that much and that's what I want to be building. I don't know what to say."
The 28-year-old from London, Ont., has been managing tightness in her back for over a week, but she insisted after finishing seventh in Saturday's 1,500 metres that wasn't an issue for her.
She intended to analyze tape of her races with coach Xiuli Wang. The Canadian team departs this week for Salt Lake City, Utah, and the next World Cup races starting Friday.
"If I don't understand why I'm going so slow it means I need to watch my races and maybe learn a few things," Nesbitt said. "I feel good, but obviously how I feel is not what's happening out on the ice."
Wang has also trained Hughes and multi-Olympic medallist Kristina Groves. With her objective, experienced eyes, Wang pointed out Nesbitt's opening 100 metres was one of her fastest, but Nesbitt also had a slip on the second turn that cost her speed.
"Today's race, definitely there's some things we need to be working on," Wang said. "But I believe from how we train, she's strong, she has the power and we just need to synchronize the mental with the body as one unit.
"I did talk to her. I said 'we give you tools, we help you get there, but at the end of the day, you're taking charge. It's your race.'"
Gregg and Ron Mulder of the Netherlands tied for third in the men's 500 with identical times of 34.52 seconds. Tucker Fedricks of the U.S., was the winner in 34.46 ahead of world and Olympic champion Tae-Bum Mo of South Korea in 34.47.
Gregg finished eighth in the 500 at the 2010 Winter Olympics in Vancouver and Whistler, B.C. The 28-year-old from Edmonton won his first World Cup gold in 2012 and was fourth at the world sprint championships in January.
"In order to win a medal at the Olympics, you have to be consistently up around the medals at World Cups," Gregg said. "Going into the last Olympics, I won my first bronze medal here in Calgary a month or two before, but you need that consistency to give you that confidence on the line knowing that you don't need a magnificent, perfect race to put yourself up there.
"I just need to do this and give myself confidence that I can skate really well and still be up there. I don't need to have some out-of-body experience to get on the podium."
Gregg initially thought he was fourth and missed a medal by a thousandth of a second based on his electronic time. His official time, however, was determined by photo finish and it was fast enough for him to stand on the podium again.
He is the son of former Edmonton Oilers defenceman Randy Gregg and two-time Olympic speedskater Kathy (Vogt) Gregg. His sister Jessica is on the national short-track team and won a relay silver in 2010.
The Olympic 500-metre champion in Sochi will be determined by the combined times of two races. Gregg's ability to put two strong 500s together at one event is promising, according to Speed Skating Canada's long-track director Sean Ireland.
"The thing I really liked today was his fast lap despite his relatively slow start," he said. "Having that lap time he did, he looked good doing so and having that top-end speed was exciting."
Sven Kramer and Jorrit Bergsma of the Netherlands were first and second respectively in the men's 5,000 metres. Kramer's time of six minutes 4.46 seconds was just over a second off the world-record time he set at the Oval in 2007. Saskatoon's Lucas Makowsky was 16th.
The Netherlands took the women's team pursuit ahead of runner-up Japan and bronze medallist Poland. Ottawa's Ivanie Blondin, Winnipeg Brittany Schussler and Regina's Kali Christ were 2.02 seconds back of the winners in fourth.
The Canadian long-track team trains at the Oval in Calgary. The team's performance in the season-opening World Cup there was mixed, said Ireland.
Other than Gregg's two bronze, the men's and women's pursuit teams that finished fourth were the only other top-five results.
Nesbitt is the long-track team's best prospect for gold in Sochi. With the 2014 Winter Games less than 100 days away, Ireland believes she can get back on track for Sochi.
"Looking where she was at a few weeks ago with performances at trials and practice races, I feel like she's on track in terms of her physiology, in terms of her preparation," he said. "We've seen good testing results and such.
"I think just hit the re-set button now and get into another head space as well as look forward to the next few World Cups."