In addition to several MLS clubs, Convey spent five years in England with Reading, whom he helped into the Premier League for the first time. He played in 46 international matches for the United States, and made their squads for the 2003 Gold Cup and 2006 World Cup.
Convey attended the William Penn Charter School in Philadelphia, played club soccer for the Philadelphia Soccer Club Coppa,. He was a member of the initial class of the Bradenton Academy that also included current and former national team members Landon Donovan, Oguchi Onyewu and DaMarcus Beasley. Together they helped lead the Under-17 Squad to a fourth-place finish in the 1999 U-17 World Cup in New Zealand.
Convey was drafted in 2000 in the first round by D.C. United of Major League Soccer. That year, he became the youngest player ever signed by MLS. Convey was originally slated to play the majority of the season with the Project-40 squad; however, as United faltered he was called upon to step in and perform almost immediately. He played 22 games for United in 2000, starting 18 of those. Convey entered his first game in United's 4–0 loss to Los Angeles Galaxy in the home opener at Robert F. Kennedy Memorial Stadium on March 25, 2000 and was awarded his first start in United's 2–1 loss at the Columbus Crew on May 3, 2000. It was not until July 4, 2000 against the Colorado Rapids that Convey served up Raúl Díaz Arce at the far post for a header past a helpless David Kramer. The teenager also was impressive against English Premier League side Newcastle United, when the Magpies visited D.C. during a pre-season training stint in the US. Convey's two assists and high work rate during that friendly were enough to draw the attention of Newcastle's famed manager Bobby Robson. In four and a half seasons in MLS, Convey finished with eight goals and 16 assists.
Convey looked set to move to Tottenham Hotspur of the Premier League in the summer of 2003, when the London club agreed to a $3 million move with MLS, but the transfer stalled when his work permit application was denied due to his lack of appearances with the senior national team. Then, on July 22, 2004, after five seasons with D.C. United, Convey signed a three-year contract with Reading, who were then playing in the Championship. His transfer fee was around £900,000, the highest paid by Reading up to that date.
Convey made his début for his new club in a 1–0 loss away to West Ham United, coming on as a substitute. He made his first start a few days later during a 1–0 Reading victory over Sheffield United on August 14, 2004. However, the start of his career in England lacked distinction, as Convey made only seven starts and 15 substitute appearances during the 2004–05 season.
Convey entered the 2005–06 season in much better form, with a starting place in the team, and he helped the Royals win the Championship title setting a new English record of 106 points in 46 games to gain promotion to the Premier League for the 2006–07 season. Convey's first goals for the club came during a 5–0 victory over Millwall.
Convey's first season in the Premier League started with Reading's 3–2 win over Middlesbrough on August 19, 2006. However, Convey missed much of the remainder of the season following a training ground injury in October 2006 and subsequent knee operations.
He returned from injury on July 28, 2007, playing the first half in a pre-season friendly match against Brighton, appearing "comfortable and in good shape", according to the team's match report. He returned to competitive football for Reading in the club's 1–0 victory over Everton on August 18, 2007.
On February 6, 2009, Convey and Reading reached a mutual agreement on Convey's release from the club.
Four days after being released by Reading, Convey returned to MLS, signing with the San Jose Earthquakes. He scored his first goal for the Quakes on April 11, 2009, against the Chicago Fire, while playing left-back. In 2010, Convey recorded 10 assists and was given the MLS Comeback Player of the Year Award. After a fractious relationship with manager Frank Yallop, it was announced that Convey would not be returning to San Jose for the 2012 season. In his three seasons at the club Convey appeared in 75 league matches and scored 3 goals.
On December 2, 2011, Sporting Kansas City announced that it had acquired Convey in exchange for use of an international roster slot during the 2012 season.
On May 16, 2013, Toronto FC announced that it had acquired Convey from Sporting KC in exchange for a third round pick in the 2014 MLS SuperDraft. In his only season in Toronto Convey appeared in 21 matches and tallied 1 goal and 4 assists.
On December 13, 2013 Convey was traded to New York along with a 2014 MLS SuperDraft 2nd-round pick in exchange for a 2014 MLS SuperDraft first-round pick and a 2016 MLS SuperDraft third-round pick.
After an injury-plagued 2014 season, Convey's 2015 contract option was declined by New York on December 2, 2014.
Convey received his first cap for the senior United States team on October 25, 2000 against Mexico, becoming the third youngest player in US history to do so. Convey captained the under-20 team at the 2003 FIFA World Youth Championship in the United Arab Emirates. He was named to the 23-man squad for the 2006 FIFA World Cup in Germany, wearing number 15. It was his slicing free kick which resulted in the own goal against Italy which settled the outcome of the 1–1 draw. He and teammate Marcus Hahnemann were the first Reading players to play in the World Cup. He played in all three games as the United States exited in the first round. Convey earned 46 caps and scored one goal for the United States national team from 2000 to 2008.
Convey is partially blind in his left eye due to optic nerve damage.Reading
Football League Championship: 2005–06
Sporting Kansas City
Lamar Hunt U.S. Open Cup: 2012