Kelly filmed her final scenes as Gregson's on-screen ex-wife Becky McDonald last month and is now appearing in a new production of classic Oliver Goldsmith play She Stoops to Conquer at the National Theatre in London.
Gregson, who plays unlucky-in-love Steve, told PA that he will pay a reluctant visit to see the show.
"I guess I'll see it. I'm not a big fan of the theatre. One of the Corrie directors called me an anti-thespian and I think he's probably right," Gregson explained.
"I'll go down and support my friends. I don't know if I'll be able to sit through the whole thing, though. I just don't like being in theatres.
"She's a proper actress through and through, whereas I'm the complete opposite. I'll be like, 'I saw the beginning, now I'm off to the pub'. But no, I'll go and support her."
Becky's final Coronation Street episode pulled in 11.5m viewers on Monday evening.
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