He began his college coaching career with a stint at Penn as an assistant coach. McCaffery became an assistant coach at Lehigh in 1983. He was the youngest head coach in Division I when he was promoted to head coach in 1985. Following his career at Lehigh, McCaffery spent 11 years as an assistant at Notre Dame. In 1999, he became the head coach of the UNC Greensboro Spartans. McCaffery had a 90–87 record through six seasons. He led the Spartans to the Southern Conference Championship and the NCAA Tournament in 2001.