He joined Bohemians in time for the 2013 season before returning to Shelbourne again in 2017 and helping the club to win promotion as League of Ireland First Division champions in 2019.
After securing a contract with English Premier League side Everton as a teenager in 1997, his first year saw him winning the FA Youth Cup.
He fell to third in the pecking order at Vale Park behind Mark Goodlad and Jonny Brain and was released by manager Martin Foyle in May 2004.
He eventually made his "Shels" league debut during a 4–2 victory against Waterford United at the RSC on 24 June 2005 and earned himself a first-team place.
Delany was yet again Shelbourne's first-choice goalkeeper in 2009, playing in all but one league match and winning a place on the PFAI First Division Team of the Year.
The following season Delany fended off competition from Steve Williams and kept goal as the club won the 2010 Leinster Senior Cup; he kept a clean sheet in the final against Bray Wanderers.
He retained his first-team place in 2011 ahead of new signing Paul Skinner, as the "Reds" won promotion as First Division runners-up; the league was extremely tight, as just three points separated the top four teams.
He also played in the FAI Cup final at the Aviva Stadium, where his side lost out to Sligo Rovers in the penalty shoot-out following a 1–1 draw.
Delany was capped at U15, 16, 18, 19, 20, 21 and B international level, and represented the Irish under-21s as a 17-year-old in a triangular Celtic tournament involving Scotland and Northern Ireland.
He later was noticed after making a start to the 2003–04 season with Port Vale by the then Republic of Ireland manager Brian Kerr who called him into the senior international squad for a training camp before the crucial European championship qualifier against Georgia.
He holds a keen interest in music and was the rhythm guitarist and vocalist of the Irish indie band The Novas.