The 49-year-old, who plays Agent Phil Coulson in the film, said that he was initially worried about the scope of the movie, but insisted that the Marvel action film will deliver.
"I'm very excited for people to see this movie," Gregg told Collider. "I think the fans, like me, will be as excited as I was, when I saw it.
"From the minute I read Joss Whedon's script, I thought, 'Oh, man, this is going to be fun to do!' The hardest thing to get right is to figure out how to bring all those characters together, and to fulfill the promise of The Avengers.
"They really set a very high bar for themselves because you've been setting this coalition up, for these five movies, and they better deliver. And in my opinion, they thoroughly deliver."
The Avengers will close the Tribeca Film Festival on April 28, one week before its theatrical US release on May 4.
The movie hits UK cinemas on April 26, where it is titled Marvel Avengers Assemble.
> The Avengers: New pictures released - photo gallery
Watch the trailer for The Avengers below: