Brey enrolled at Northwestern State University, where he played varsity basketball for three years. In 1982 Brey graduated from George Washington University with bachelor's degree in physical education.
After college he returned to his former high school, becoming an assistant coach. In 1987, he was hired by Duke University to assist Mike Krzyzewski, and in 1995 he took over his first head coaching job at the University of Delaware. Brey guided the Fightin' Blue Hens to a 99–51 record over five years, leading the team to two America East Conference Championships and subsequently two trips to the NCAA Tournament.
In 2000, he became the new head coach of the Notre Dame Fighting Irish. Notre Dame had not been to the NCAA Tournament since 1990. Brey led the Irish to the NCAA tournament in his first three years as head coach (2001–2003), notching a Sweet Sixteen appearance in 2003. He since led the team to tournament appearances in 2007, 2008, 2010, 2011 and 2012.
During the 2007–08 season, Brey led the Irish to a 24–6 regular season mark. He was named the Big East Coach of the Year for the second consecutive season on March 11, 2008. Notre Dame had a 45-game home winning streak between February 2006 and February 2009 - the second longest in school history. By completing the 2007–2008 regular season 18–0 at home, Brey coached the first team in Big East history to have consecutive undefeated seasons at home.
