After serving as an assistant coach at various schools for nearly two decades, on January 21, 2003, McCray was hired as the head coach at Austin Peay State University. On February 19, 2007, he resigned as the Governors' head coach and days later was introduced as the new offensive line coach at Furman. During his four-year tenure with the Governors, McCray had an overall record of 11 wins and 33 losses (11–33).