Errey played most notably for the Pittsburgh Penguins, but also played for the Buffalo Sabres, San Jose Sharks, Detroit Red Wings, Dallas Stars and New York Rangers. He won two Stanley Cups as a member of the Penguins in 1991 and 1992. He was also a member of Team Canada in 1997 winning a gold medal at the World Championships and appeared in the 1995 Stanley Cup Finals with Detroit. With the Penguins, he originally wore jersey #10 then settled with #12. He retired in 1999 after playing the entire 1998–99 season with the Hartford Wolf Pack of the American Hockey League.