He played junior hockey for the St. Michaels Majors from 1926 to 1929. After playing for the senior Toronto Nationals in 1929-30 he joined the New York Americans in 1930-31. Convey played 38 games for the Americans over the next three seasons while spending most of his time in the minors. He ended up with the Syracuse Stars for five seasons. His last season was 1940-41 with the Pittsburgh Hornets after which he retired.