Markey was born in Dublin. At sixteen, he was awarded a scholarship to train at London's Laine Theatre Arts' Musical Theatre Course. Following his training, he played Rick in the London production of "A Slice of Saturday Night". He appeared in the Irish premiere of "Follies" with Lorna Luft, Dave Willetts and Millicent Martin. "Follies" was followed by an appearance in "Side By Side By Sondheim", giving Markey his first starring role. "Side By Side" was immediately followed by his return to "A Slice of Saturday Night" in Dublin, recreating the role of Rick.