Corey would make his Major League Baseball debut with the Arizona Diamondbacks after being selected 63rd in the expansion draft.

After his short spell with the Diamondbacks in 1998, Corey became a Triple-A journeyman, playing for Triple-A affiliates of the Arizona Diamondbacks (1999), Detroit Tigers (1999), Oakland Athletics (2000), San Diego Padres (2001), Los Angeles Dodgers (2002–2003), Chicago Cubs (2004), Florida Marlins (2005), Texas Rangers (2006), and Boston Red Sox (2006-2008).

He returned to the Red Sox for spring training in 2007 and went 0–1 with a 1.50 ERA in 12 innings, but was not selected to be part of the 25-man roster.

[11] He became a free agent at the end of the season and signed a minor league contract with the Texas Rangers in February 2009.

In 2017, Corey served as the pitching coach for the Oakland Athletics' Vermont Lake Monsters of the Class A Short Season New York–Penn League.