The Seagulls had taken just five points from eight games ahead of Tuesday night's fixture but they produced one of the results of the night, leapfrogging Wealdstone to move out of the relegation zone and into 17th.
Dayle Grubb gave Weston the lead in the first-half before Edward Oshodi equalised just before half-time.
However, McGregor's men came up with a stunning performance in the second half as Jake Reid bagged a brace, Grubb netted another and Jake Lee added the gloss late on.
"We've been threatening it from day one really," McGregor told the Weston Mercury. "If you look at the performances we have put on, like against Poole, where we had ten men. There's fine lines in this league and they aren't very forgiving.
"Wealdstone will be a very strong team this season. Bobby Wilkinson is very experienced and he will get them to where they need to be.
"What I was pleased with was how we defended. We didn't really let them have any clear cut chances. The defence are showing that they can do it. They showed a different side to Weston, that we can dig in and fight.
"I was overly worried about where we were now in the table, it where we finish. I'd be more worried if we were playing poorly and losing."