The cannabis gray market poses significant public health concerns and remains a major threat to consumer and/or potential consumer uptake of regulated cannabis markets in jurisdictions with legal state-sponsored cannabis programs. In this perspective, we provide an overview of the cannabis gray market, and describe an integrated epidemiological and regulatory science framework to study the gray market. Using tobacco regulatory science as a guide, we introduce example cannabis regulatory science research activities as a means to improve the field's understanding of the cannabis gray market. Cannabis regulatory science is a developing field that can improve our understanding of the cannabis regulatory ecosystem and provide regulatory officials and policymakers alike with much needed data to inform regulatory decision-making and improve the success and uptake of state-sponsored cannabis programs.