Locey began his coaching career as a graduate assistant at Oregon State in 1977. After one season, he was hired at
Lakeridge High School by coach Tom Smythe. He was the secondary coach for four seasons at Lakeridge. In 1982, he returned to Corvallis to coach at his alma mater, Corvallis High School, under head coach Gary Beck.
Linfield After one season with the Spartans, he returned to the college ranks in 1983 when he was hired by
Ad Rutschman at
Linfield College as the
defensive coordinator, replacing
Mike Riley who had left to coach in the
Canadian Football League (CFL). Locey was promoted to head coach at Linfield in 1996. In his first four years, Locey's Wildcats had a record of 24–12. The Wildcats went 60–6 with an
NCAA Division III Title in 2004 in Locey's final six seasons at the helm. In his 10 seasons as the head coach, Locey guided the Wildcats to an 84–18 record and one NCAA Division III title. He was named the Northwest Conference Coach of the Year five times and at one point coached the Wildcats on a 41-game winning streak. He coached 16 All-Americans at Linfield. As the assistant head coach, he was also the
tight ends coach. In 2012, Riley promoted Locey from assistant head coach to chief of staff and promoted assistant Trent Bray to linebackers coach. As assistant head coach, Locey's duties included fundraising, alumni engagement, high school and community relations, player leadership development and team building activities.
Lewis & Clark In December 2014, Locey became head football coach of the
Lewis & Clark Pioneers in
Portland. He went winless in his first two seasons as head coach. By the end of Locey's seven-year tenure, the pioneers were having the most success in almost a decade. They reached a season high in wins since 2012 when they won four games in 2019, and they won three or more games in consecutive years for the first time since 2011–2012. The win–loss record doesn't show the whole story of success, as Lewis and Clark Athletic Director
Mark Pietrok stated, "Coach Locey has created a new era of Lewis & Clark football and followed through on his commitment to building our program. We are thankful to Jay for leading our student-athletes over the last seven seasons..." when he announced Locey's retirement following the 2021 season. ==Personal life==