Coy, who started his career at Port Melbourne in 1919,[2] was signed up by Melbourne after two Victorian Football Association (VFA) seasons. He became Melbourne's full-back and was an important player in the 1926 premiership team.[2] In the 1926 Grand Final, Coy kept Collingwood's Gordon Coventry to just two goals, despite the forward having kicked 81 goals for the year leading into the game.