Brey returned to his former high school, becoming an assistant coach under Morgan Wootten. In 1987, he was hired by Duke University to assist Mike Krzyzewski, and in 1995 he took over his first head coaching job at the University of Delaware.
After returning to his alma mater, Brey took on a supporting coaching role under Morgan Wootten. Two years later, he joined forces with Duke University's Mike Krzyzewski as an assistant coach, before eventually leading his own team at the University of Delaware in 1995.