After winning the Turner Cup in the IHL, Cassidy signed with Alleghe HC in Italy and played two years with the club 1990–1992 and 1992–1993 in the Italian Ice Hockey League, appearing in 51 games and earning 117 points (35 goals and 82 assists).

After his stint in Italy, Cassidy then spent the 1993–94 season with ESV Kaufbeuren of the German Hockey League, earning 17 points (8 goals and 9 assists) in 35 games.

Cassidy then returned to the Blackhawks organization with the Indianapolis Ice from 1994 to 1997 before retiring as a player ten games into the 1996–97 season to take a head coaching job with the Jacksonville Lizard Kings of the ECHL mid-season.

Cassidy retired as a player with the Indianapolis Ice of the IHL to become head coach of the Jacksonville Lizard Kings of the ECHL in 1996–97.

In 1998–99, Cassidy was promoted to head coach of the Indianapolis Ice of the IHL, the club finished the year at 33–37–12 for 78 points and qualified for the playoffs.

As the Ice folded after the 1998–99 season, Cassidy took the head coaching job with the expansion Trenton Titans of the ECHL, leading them to a 37–29–4 record, good for fourth place in the Northeast Division.

Cassidy returned to Grand Rapids for the 2001–02 season, leading them to another division title with a 42–27–11 (95 points) record, but the team lost in the first round to the Chicago Wolves in five games.

The Capitals finished in second place in the Southeast with a 39–29–8–6 (92 points) record, were seeded sixth in the Eastern Conference and faced the third-seeded Tampa Bay Lightning in the opening round of the 2003 Stanley Cup playoffs.

In 2014–15, Cassidy led the Bruins to their third consecutive season with 40 or more victories, as Providence earned a 41–26–9 record, getting 91 points, as the club finished in sixth place in the Eastern Conference.

[3] In his first full year as Bruins head coach, he led the team to a 50–20–12 regular season record, collecting 112 points and securing the second seed in the Atlantic Division.

In the playoffs, his team defeated their rivals, the Toronto Maple Leafs, 4–3 and advanced to the second round against the Tampa Bay Lightning, losing in five games.

In the 2018–19 season, Cassidy led the Bruins to an appearance in the 2019 Stanley Cup Finals, where the team lost to the St. Louis Blues in seven games.

[5] In the shortened 2019–20 season, Cassidy coached the Bruins to a 44–14–12 record for 100 points, capturing the Presidents' Trophy for the third time in franchise history.

[8] On June 6, 2022, the Bruins relieved Cassidy of his head coaching duties[9] after a game seven loss to the Carolina Hurricanes during the 2022 Stanley Cup playoffs.

On June 14, 2022, eight days after getting fired by the Bruins, Cassidy was hired by the Vegas Golden Knights as the third head coach in franchise history, replacing Peter DeBoer.