The Busby Babe and former Northern Ireland international goalkeeper told UTV he was shocked by the news, having spoken to Brodie - whom he had known "almost a lifetime" - just three weeks ago.
"It's nice to have been friends with the man who was basically the top man in his profession," Gregg said on Wednesday.
"I'm sad that journalism has lost one of the true greats."
For Alex Ferguson and people like that to trust anybody is a wonderful compliment, and they all trusted Malcolm.
Brodie was best known for his extensive World Cup coverage, reporting on 14 finals since his first in 1954 - more than any other journalist and being awarded the Jules Rimet Trophy by FIFA as a result.
From 1946 to 2009, he also never missed a Northern Ireland match - home or away.
His services to journalism have been recognised with a plethora of awards, including an MBE.
Originally from Scotland, Brodie was evacuated during the Second World War from Glasgow to Portadown, Co Armagh, where he began his career in journalism.
He joined the Belfast Telegraph in 1943 when he saw a vacancy for a copy taker advertised. He set up the paper's first sports desk before becoming Sports Editor.
Among the many anecdotes recounted by friends and colleagues was the story of how he reported on Northern Ireland's infamous 1-0 win over host nation Spain in the 1982 World Cup.
Brodie himself had often recalled the memorable moment he filed his story to a copy taker.
I started my match report 'Magnifico, magnifico, magnifico ...' She said: 'I heard you the first time.'
Malcolm Brodie, 1926-2013
"Malcolm was a legend in his own right and he did so much for football in Northern Ireland - he was something special," Northern Ireland football hero Gerry Armstrong said.
"He had a way of writing things that made you feel so special and he did that for everyone. He really touched a lot of people's hearts and loved Northern Ireland and what we did in the World Cup.
"I was with him when he picked up his award from FIFA and he was very proud of the fact he'd been to all those World Cups."
FIFA vice-president Jim Boyce hailed Brodie as "the doyen" of Northern Ireland football, adding: "His main aim in life was to promote football."
Another former Northern Ireland international, Jim Magilton, tweeted on hearing the sad news, describing Brodie as "an encyclopedia of football knowledge and a good friend".
The late reporter's impact was felt world-wide, and was not just confined to local football.
Boxer Barry McGuigan said: "Malcolm had been around it seems forever, through so many years and he was such a nice guy. He had a wealth of knowledge and knew so many people, it was incredible. He leaves a great legacy behind him."
TV presenter Eamonn Holmes said: "Malcolm Brodie - always a kind word for me as a young journalist and even kinder ones as I grew older.
"I'll always be thankful I knew him. RIP."
First Minister Peter Robinson tweeted: "My sympathy to Malcolm Brodie's family. He was a great character, a walking football encyclopedia and one of the best storytellers I knew."
Joining in the tributes, Sports Minister Cáral Ní Chuilín said his words had "brought matches and the endeavours of our sporting heroes to life".
She added that his writing featured heavily in an exhibition by Libraries NI remembering the Ireland Saturday Night newspaper.
"A lasting legacy from the exhibition and of Malcolm's work was the joint Libraries NI and Belfast Telegraph initiative to establish an award for Young Sports Journalist of the Year," she said.
"Malcolm was a master of his craft and was also involved in a range of charitable initiatives. He has left behind a wonderful legacy - for sporting fans, his words will live on."
East Londonderry MP Gregory Campbell tabled a motion in the House of Commons paying tribute to the "unprecedented contribution to sports journalism" by Brodie.
The motion concluded that "this Scot who made Northern Ireland his home will be very sadly missed by sports fans of all generations".
Sports reporter Jim Gracey said Mr Brodie "inspired a generation of sports reporters".
He continued: "He was a wonderful man and a wonderful journalist who must have taught generations of sports reporters, myself included.
"He had a contacts book like no other. Everybody in soccer - from Pele to Sir Alex Ferguson - knew him. The man was beyond a legend."
Among those to benefit from Mr Brodie's wisdom, garnered over many years of sport reporting, was UTV's own Ruth Gorman.
"I was so deeply saddened to hear of the death of Malcolm Brodie. He was a true gentleman and irreplaceable in so many ways," she said.
"I am privileged to have not only called him a colleague, but a dear friend.
"He always took a keen interest in my career and offered invaluable advice and encouragement. What a great loss. He will be sadly missed."
The Irish Football Association paid tribute to its illustrious Honorary life Member, saddened by the loss, but remembering him as a man who "lived and breathed football".
Windsor Park - the Shrine, as Malcolm jokingly called it - will never be the same on international nights without Malcolm's presence.
Head of Operation William Campbell added: "As a young man starting to work with the Irish FA, I was in awe of Malcolm - he was the man who had been to every match, knew every player and rubbed shoulders with the greats."
He added: "But as I got to know him, I appreciated his wisdom, his advice and encouragement, and loved to hear him talk of the old days and of heroes such as Cush, Gregg, Blanchflower, Dougan and Best.
"Everyone in the Northern Irish football family will mourn his passing and he will be sorely missed.
"The condolences and prayers of the IFA Office Bearers, Board, Council and staff go out to his family circle."