Convey was drafted in 2000 in the first round by D.C. United of Major League Soccer. That year, he became the youngest player ever signed by MLS. Convey was originally slated to play the majority of the season with the Project-40 squad; however, as United faltered he was called upon to step in and perform almost immediately. He played 22 games for United in 2000, starting 18 of those. Convey entered his first game in United's 4–0 loss to Los Angeles Galaxy in the home opener at Robert F. Kennedy Memorial Stadium on March 25, 2000 and was awarded his first start in United's 2–1 loss at the Columbus Crew on May 3, 2000. It was not until July 4, 2000 against the Colorado Rapids that Convey served up Raúl Díaz Arce at the far post for a header past a helpless David Kramer. The teenager also was impressive against English Premier League side Newcastle United, when the Magpies visited D.C. during a pre-season training stint in the US. Convey's two assists and high work rate during that friendly were enough to draw the attention of Newcastle's famed manager Bobby Robson. In four and a half seasons in MLS, Convey finished with eight goals and 16 assists.