Neptune's coaching career began in 2008 as a video coordinator under
Jay Wright at
Villanova and was on staff for the Wildcats'
2009 Final Four appearance. In 2010, he joined
Joe Mihalich's staff at
Niagara for three seasons before returning to Villanova as an assistant coach for eight seasons. The Rams went 16-16 that year, including an 8-10 record in the
Atlantic 10 Conference, where they finished 8th. Neptune would serve only one season at Fordham, as he was announced as Villanova's new head coach on April 20, 2022, following Wright's retirement. On December 21, 2022, Neptune won his first
Big East Conference game with a 78–63 victory over
St. John's. Neptune joined Rollie Massimino as the two Villanova coaches to finish with a .500 or better conference record in his first season in the Big East. Neptune finished 10–10. On March 15, 2025, Neptune was fired by Villanova after a disappointing three-year tenure and 51-47 record, during which the Wildcats were unable to advance past the second round of the Big East Tournament or make the NCAA tournament. On August 29, 2025, Neptune agreed to join the
Charlotte Hornets as an assistant coach under head coach
Charles Lee. ==Head coaching record==