Coffey was drafted by the Cincinnati Reds in the 41st round of the 1998 Major League Baseball Draft out of Chase High School in Forest City, NC. He made his major league debut on April 19, 2005, for the Reds, pitching 2 innings and giving up two runs against the Chicago Cubs. On September 9, 2008, Coffey was designated for assignment by the Reds and claimed by the Milwaukee Brewers on September 12. On December 8, 2008, Coffey agreed to a one-year deal with the Brewers, avoiding arbitration.