Guy began his coaching career as a graduate assistant coach at Oklahoma State in 1986. After two seasons, he was promoted to the position of recruiting coordinator (1988) and then served as the Cowboys linebackers coach (1989–1991). He subsequently coached at Utah State from 1992 through 1994, working with the linebackers under then head coach Charlie Weatherbie. In that time, the Aggies won a Big West Conference Championship and posted the first bowl victory in school history, winning the 1993 Las Vegas Bowl 42–33 against Ball State.